[en] A set of problems which are reducible to Fokker-Planck equations are presented. Those problems have been solved by using the CHAPKOL library. This library of programs solves stochastic Fokker-Plank equations in one or several dimensions by using the Chapman- Kolmogorov integral. This method calculates the probability distribution at a time t + dt from a distribution given at time t through a convolution integral in which the integration is the product of the distribution function at time t and the Green function of the Fokker-Planck equation. The method have some numerical advantages when compared with finite differences algorithms. The accuracy of the method is analysed in several specific cases. (Author) 9 refs