We discuss two models for the description of anomalous diffusion, these bei
ng the continuous time random walk scheme, and fractional diffusion equatio
ns. We show their interrelations, and combine both approaches for the descr
iption of anomalous transport in constant external velocity and force field
s. For an arbitrary external force F(x), we introduce a fractional Fokker-P
lanck equation, which generalises the two Einstein relations. (C) 1999 Else
vier Science B.V. All rights reserved.