We introduce a fractional Klein-Kramers equation which describes sub-ballistic superdiffusion in phase space in the presence of a space-dependent external force field. This equation defines the differential L{\'e}vy walk model whose solution is shown to be non-negative. In the velocity coordinate, the probability density relaxes in Mittag-Leffler fashion towards the Maxwell distribution whereas in the space coordinate, no stationary solution exists and the temporal evolution of moments exhibits a competition between Brownian and anomalous contributions.
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Metzler et al. (2002) studied this question.
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