Exact solution of a retarded Fokker-Planck equation

The solution of a retarded Fokker-Planck equation is obtained by an eigenfunction expansion. Exact results are obtained for the classical case, where there is no retardation, and for the case where the memory kernel is given by a hydrodynamical model and decays at long times as t^-32. In the latter case only the asymptotic result had been previously known.