Posted by Anonymous on Thursday, February 7, 2013 at 10:13am.
Looks like a Riccati equation. Standard methods, such as those at
http://www.sosmath.com/diffeq/first/riccati/riccati.html
will lead to the solution
y = xe^(x^2) / (cx + e^(x^2) - πix erf(ix))
where erf(x) is the error function.
Use wolframalpha dot com - it will solve yr equation and show all steps.