Differential equation for Jacobi P
From specialfunctionswiki
Theorem
The Jacobi P polynomials $y(x)=P_n^{(\alpha,\beta)}(x)$ satisfy the differential equation $$(1-x^2)y' '(x)+[\beta-\alpha-(\alpha+\beta+2)x]y'(x)+n(n+\alpha+\beta+1)y(x)=0.$$
Proof
References
- 1975: Gabor Szegő: Orthogonal Polynomials ... (previous) ... (next): Theorem 4.2.1
