Abstract
This paper presents a comparative study of fractional Fokker-Planck equations with various fractional derivative operators such as Caputo fractional derivative, Atangana-Baleanu fractional derivative and conformable fractional derivative. The new iterative method has been successively applied for finding approximate analytical solutions of the fractional Fokker-Planck equations with various fractional derivative operators. This method gives an analytical solution in the form of a convergent series with easily computable components. The behavior of solutions and the effects of different values of fractional order are shown graphically for various fractional derivative operators. Some examples are given to show ability of the method for solving the fractional Fokker-Planck equations.
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