  The general covariant Fokker-Planck equations associated with the two
different versions of covariant Langevin equation in Part I of this series of
work are derived, both lead to the same reduced Fokker-Planck equation for the
non-normalized one particle distribution function (1PDF). The relationship
between various distribution functions is clarified in this process. Several
macroscopic quantities are introduced by use of the 1PDF, and the results
indicate an intimate connection with the description in relativistic kinetic
theory. The concept of relativistic equilibrium state of the heat reservoir is
also clarified, and, under the working assumption that the Brownian particle
should approach the same equilibrium distribution as the heat reservoir in the
long time limit, a general covariant version of Einstein relation arises.
