We introduce a fractional Kramers equation for a particle interacting with
a thermal heat bath and external nonlinear force field. For the force-free
case, the velocity damping follows the Mittag-Leffler relaxation and the di
ffusion is enhanced. The equation obeys the generalized Einstein relation,
and its stationary solution is the Boltzmann distribution. Our results are
compared to previous results on enhanced Levy type of diffusion derived fro
m stochastic collision models.