  This paper is devoted to the fractional generalization of the Fokker-Planck
equation associated with a stochastic differential equation in a bounded
domain. The driving process of the stochastic differential equation is a L\'evy
process subordinated to the inverse of L\'evy's mixed stable subordinators. The
Fokker-Planck equation is given through the general Waldenfels operator, while
the boundary condition is given through the general Wentcel's boundary
condition. As a fractional operator a distributed order differential operator
with a Borel mixing measure is considered. In the paper fractional
generalizations of the Fokker-Planck equation are derived and the existence of
a unique solution of the corresponding initial-boundary value problems is
proved.
