September 2000 Z. Physics Letters A 273 2000 322--330 www.elsevier.nlrlocaterpla First passage time distribution for anomalous diffusion

Z. We study the first passage time FPT problem in Levy type of anomalous diffusion. Using the recently formulated fractional Fokker--Planck equation, we obtain an analytic expression for the FPT distribution which, in the large passage time limit, is characterized by a universal power law. Contrasting this power law with the asymptotic FPT distribution from another type of anomalous diffusion exemplified by the fractional Brownian motion, we show that the two types of anomalous diffusions give rise to two distinct scaling behavior. q 2000 Published by Elsevier Science B.V