Local fractional Fokker-Planck equation

We propose a new class of differential equations, which we call local fractional differential equations. They involve local fractional derivatives and appear to be suitable to deal with phenomena taking place in fractal space and time. A local fractional analog of the Fokker-Planck equation has been derived starting from the Chapman-Kolmogorov condition. We solve the equation with a specific choice of the transition probability and show how subdiffusive behavior can arise.