A new set of special functions, which has a wide range of applications from number theory to integrability of nonlinear dynamical systems, is described. The multiple orthogonal polynomials with respect to \(p>1\) weights satisfying Pearson's equation. In particular, a classification of multiple orthogonal polynomials with respect to classical weights, which is based on properties of the corresponding Rodrigues operators, is given. It is shown that the multiple orthogonal polynomials in our classification satisfy a linear differential equation of order \(p+1\). The explicit formulas and recurrence relations for these polynomials are also obtained.