# Fokker Planck equation for a general distribution

The Fokker Planck Equation(FPE) is related to the Stochastic Differential Equation $dX_t = m(X_t,t)dt + \sigma(X_t,t)dW_t$ where $dW_t$ is normally distributed. What is the corresponding FPE like equation if $dW_t$ follows some other distribution?