An exercise in my textbook is the following: Let $J_n (z)$ denote the Bessel function of order n. Set $$\theta(z,t)=\sum_{n=-\infty}^{+\infty}J_{n}(z)t^n$$ and assume that the series converges.
Obtain a first order DE relating $\frac{\partial \theta}{\partial z}$ and $\theta(z,t)$.
I hope anybody can help, because I am totally stuck at this moment.