Maximum Path Information and Fokker--Planck Equation

We present a rigorous method to derive the nonlinear Fokker--Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang Chaos, Solitons & Fractals 23(2005)1253] for smooth or quasi-smooth irregular dynamics evolving in Markovian process. The FP equation obtained may take two different but equivalent forms. It was also found that the diffusion constant may depend on both q (the index of Tsallis entropy J. Stat. Phys. 52(1988)479] and the time t.