We present two types of polynomials related to the Mittag-Leffler function namely the fractional Hermite polynomial and the Mittag-Leffler polynomial. The first modifies the Hermite polynomial and the second one is a refashioned Laguerre polynomial. The fractional Hermite and the Mittag-Leffler polynomials are used to solve { the Cauchy problems for} the fractional Fokker-Planck equation where the fractional derivative is taken in the Caputo sense with respect to time and/or space. The generating functions of these two kinds of polynomials are also calculated and they indicate that these polynomials belong to the Sheffer type.
Categories: math-ph math.MP