\[ \boxed { x{\frac {{\rm d}^{2}}{{\rm d}{x}^{2}}}y \left ( x \right ) - \left ( 2\,a{x}^{2}+1 \right ) {\frac {\rm d}{{\rm d}x}}y \left ( x \right ) +b{x}^{3}y \left ( x \right ) =0} \]
Mathematica: cpu = 0.012002 (sec), leaf count = 91 \[ \left \{\left \{y(x)\to c_1 e^{\frac {1}{2} \sqrt {b} x^2 \left (\frac {a}{\sqrt {b}}-\frac {\sqrt {a^2-b}}{\sqrt {b}}\right )}+c_2 e^{\frac {1}{2} \sqrt {b} x^2 \left (\frac {\sqrt {a^2-b}}{\sqrt {b}}+\frac {a}{\sqrt {b}}\right )}\right \}\right \} \]
Maple: cpu = 0.047 (sec), leaf count = 45 \[ \left \{ y \left ( x \right ) ={\it \_C1}\,{{\rm e}^{{\frac {{x}^{2}}{2} \left ( \sqrt {{a}^{2}-b}+a \right ) }}}+{\it \_C2}\,{{\rm e}^{-{\frac {{x}^{2}}{2} \left ( \sqrt {{a}^{2}-b}-a \right ) }}} \right \} \]