Sto chas tic dif fer en tial equa tions are pro posed on the ba sis of gen er al ized Fokker-Planck-Kolmogorov equa tion. From the state ments of bound ary and ini tial value prob lems for proba bil is tic den sity, dis per sion and dif fer en tial en tropy the con di tions for sta bil ity of so lutions and changes in sce nar ios of de vel op ment of ran dom phe nom ena of heat and nu clear parti cle trans fer are ob tained.