  Marcus stochastic differential equations (SDEs) often are appropriate models
for stochastic dynamical systems driven by non-Gaussian Levy processes and have
wide applications in engineering and physical sciences. The probability density
of the solution to an SDE offers complete statistical information on the
underlying stochastic process. Explicit formula for the Fokker-Planck equation,
the governing equation for the probability density, is well-known when the SDE
is driven by a Brownian motion. In this paper, we address the open question of
finding the Fokker-Plank equations for Marcus SDEs in arbitrary dimensions
driven by non-Gaussian Levy processes. The equations are given in a simple form
that facilitates theoretical analysis and numerical computation. Several
examples are presented to illustrate how the theoretical results can be applied
to obtain Fokker-Planck equations for Marcus SDEs driven by Levy processes.
