  New kind of differential equations, called local fractional differential
equations, has been proposed for the first time. They involve local fractional
derivatives introduced recently. Such equations appear to be suitable to deal
with phenomena taking place in fractal space and time. A local fractional
analog of Fokker-Planck equation has been derived starting from the
Chapman-Kolmogorov condition. Such an equation is solved, with a specific
choice of the transition probability, and shown to give rise to subdiffusive
behavior.
