  We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the
backward-Ito rule) based on the Langevin equation of Brownian motion with an
anomalous diffusion in a complex medium. The diffusion coefficient is a
function in momentum space and follows a generalized fluctuation-dissipation
relation. We obtain the precise time-dependent analytical solution of the
Fokker-Planck equation and at long time the solution approaches to a stationary
power-law distribution in nonextensive statistics. As a test, numerically we
have demonstrated the accuracy and validity of the time-dependent solution.
