Eigenvalue Integro-Differential Equations for Orthogonal Polynomials on   the Real Line
  The one-dimensional harmonic oscillator wave functions are solutions to a Sturm-Liouville problem posed on the whole real line. This problem generates the Hermite polynomials. However, no other set of orthogonal polynomials can be obtained from a Sturm-Liouville problem on the whole real line. In this paper we show how to characterize an arbitrary set of polynomials orthogonal on $(-\infty,\infty)$ in terms of a system of integro-differential equations of Hartree-Fock type. This system replaces and generalizes the linear differential equation associated with a Sturm-Liouville problem. We demonstrate our results for the special case of Hahn-Meixner polynomials. 
Carl M. Bender and Joshua Feinberg