  A combination of dressing method and variation of constants as well as a
formula for constructing the eigenfunction is used to solve the extended KP
hierarchy, which is a hierarchy with one more series of time-flow and based on
the symmetry constaint of KP hierarchy. Similarly, extended mKP hierarchy is
formulated and its zero curvature form, Lax representation and reductions are
presented. Via gauge transformation, it is easy to transform dressing solutions
of extended KP hierarchy to the solutions of extended mKP hierarchy. Wronskian
solutions of extended KP and extended mKP hierarchies are constructed
explicitly.
