Generalized Rayleigh and Jacobi processes and exceptional orthogonal polynomials

Published 25 Jul 2012 in math-ph, cond-mat.stat-mech, math.AP, math.MP, nlin.SI, and quant-ph | (1207.6001v1)

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.

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