  We consider the usual Langevin equation depending on an internal time. This
parameter is substituted by a first passage time of a self-similar Markov
process. Then the Gaussian process is parent, and the hitting time process is
directing. The probability to find the resulting process at the real time is
defined by the integral relationship between the probability densities of the
parent and directing processes. The corresponding master equation becomes the
fractional Fokker-Planck equation. We show that the resulting process has
non-Markovian properties, all its moments are finite, the
fluctuation-dissipation relation and the H-theorem hold.
