1207.6001 (C. -I. Chou et al.)

Generalized Rayleigh and Jacobi processes and exceptional orthogonal
polynomials    [PDF]

C. -I. Chou, C. -L. Ho

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.

View original: http://arxiv.org/abs/1207.6001