Generalized Rayleigh and Jacobi processes and exceptional orthogonal polynomials
arXiv:1207.6001 · doi:10.1142/S021797921350135X
Abstract
We present four types of infinitely many exactly solvable Fokker-Planck equations, which are related to the newly discovered exceptional orthogonal polynomials. They represent the deformed versions of the Rayleigh process and the Jacobi process.
17 pages, 4 figures
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