  We study the distribution of first passage time (FPT) in Levy type of
anomalous diffusion. Using recently formulated fractional Fokker-Planck
equation we obtain three results. (1) We derive an explicit expression for the
FPT distribution in terms of Fox or H-functions when the diffusion has zero
drift. (2) For the nonzero drift case we obtain an analytical expression for
the Laplace transform of the FPT distribution. (3) We express the FPT
distribution in terms of a power series for the case of two absorbing barriers.
The known results for ordinary diffusion (Brownian motion) are obtained as
special cases of our more general results.
