  The Fokker-Planck equation has been very useful for studying dynamic behavior
of stochastic differential equations driven by Gaussian noises. However, there
are both theoretical and empirical reasons to consider similar equations driven
by strongly non-Gaussian noises. In particular, they yield strongly
non-Gaussian anomalous diffusion which seems to be relevant in different
domains of Physics. We therefore derive in this paper a Fractional
Fokker-Planck equation for the probability distribution of particles whose
motion is governed by a nonlinear Langevin-type equation, which is driven by a
Levy-stable noise rather than a Gaussian. We obtain in fact a general result
for a Markovian forcing. We also discuss the existence and uniqueness of the
solution of the Fractional Fokker-Planck equation
