The fractional symmetric Fokker-Planck and Einstein-Smoluchowski kinetic eq
uations that describe the evolution of systems influenced by stochastic for
ces distributed with stable probability laws are derived. These equations g
eneralize the known kinetic equations of the Brownian motion theory and inv
olve symmetric fractional derivatives with respect to velocity and space va
riables. With the help of these equations, the linear relaxation processes
in the force-free case and for the linear oscillator is analytically studie
d. For a weakly damped oscillator, a kinetic equation for the distribution
in slow variables is obtained. Linear relaxation processes are also studied
numerically by solving the corresponding Langevin equations with the sourc
e given by a discrete-time approximation to white Levy noise. Numerical and
analytical results agree quantitatively. (C) 2000 MAIK "Nauka/Interperiodi
ca".