Can this Delay Differential Equation (DDE) be solved in closed form?

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$$\frac{\mathrm{d}\psi}{\mathrm{d}x}=\frac{(x+\mu)^2-\lambda^2}{\mu}\psi(x+\mu)$$ where $\mu\geq0$, $\lambda\in\mathbb{C}$ are constants and $\psi(x)\to0$ as $|x|\to\infty$.