We look for spectral type differential equations satisfied by the generalized
Jacobi polynomials, which are orthogonal on the interval [-1,1] with respect to
a weight function consisting of the classical Jacobi weight function together
with two point masses at the endpoints of the interval of orthogonality.
We show that such a differential equation is uniquely determined and we give
explicit representations for the coefficients.
In case of nonzero mass points the order of this differential equation is
infinite, except for nonnegative integer values of (one of) the parameters.
Otherwise, the finite order is explictly given in terms of the parameters.Comment: 33 pages, submitted for publicatio