Fokker-Planck equation with the velocity-dependent coefficients is considered
for various isotropic systems on the basis of probability transition (PT)
approach. This method provides the self-consistent and universal description of
friction and diffusion for Brownian particles. Renormalization of the friction
coefficient is shown to occur for two dimensional (2-D) and three dimensional
(3-D) cases, due to the tensorial character of diffusion. The specific forms of
PT are calculated for the Boltzmann-type of collisions and for the
absorption-type of collisions (the later are typical for dusty plasmas and some
other systems). Validity of the Einstein's relation for the Boltzmann-type
collisions is analyzed for the velocity-dependent friction and diffusion
coefficients. For the Boltzmann-type collisions in the region of very high
grain velocity as well as it is always for non-Boltzmann collisions, such as,
e.g., absorption collisions, the Einstein relation is violated, although some
other relations (determined by the structure of PT) can exist. The generalized
friction force is investigated in dusty plasma in the framework of the PT
approach. The relation between this force, negative collecting friction force
and scattering and collecting drag forces is established.+AFwAXA- The concept
of probability transition is used to describe motion of active particles in an
ambient medium. On basis of the physical arguments the PT for a simple model of
the active particle is constructed and the coefficients of the relevant
Fokker-Planck equation are found. The stationary solution of this equation is
typical for the simplest self-organized molecular machines.+AFwAXA- PACS
number(s): 52.27.Lw, 52.20.Hv, 52.25.Fi, 82.70.-yComment: 18 page