We consider the fractional generalizations of equation that defines the
medium mass. We prove that the fractional integrals can be used to describe the
media with noninteger mass dimensions. Using fractional integrals, we derive
the fractional generalization of the Chapman-Kolmogorov equation (Smolukhovski
equation). In this paper fractional Fokker-Planck equation for fractal media is
derived from the fractional Chapman-Kolmogorov equation. Using the Fourier
transform, we get the Fokker-Planck-Zaslavsky equations that have fractional
coordinate derivatives. The Fokker-Planck equation for the fractal media is an
equation with fractional derivatives in the dual space.Comment: 17 page