Bonsoir Ludo! I am puzzled by the fact that your title asks something more restrictive than the OP, since the latter does not contain the word "spherical". Let me answer the latter first. Any finite-dimensional representation of SO(n,1)(mathbbR)SO(n,1)(mathbbR) extends to a representation of the complexification, which is SOn+1(mathbbC)SOn+1(mathbbC). By Weyl's unitary trick, those are in 1-1 correspondence with unitary finite-dimensional representation of the maximal compact subgroup of the complexification, here SOn+1SOn+1. The finite-dimensional, unitary, irreducible representations of such a group are parametrized by their highest weight, and can be described via Verma modules, see Chapter IV in Knapp's "Representation theory of semi-simple groups" (Princeton UP, 1986).
Now, if you need only spherical irrep's, this amounts to consider irreducible SOn+1SOn+1-representations having non-zero SOnSOn-invariant vectors; or, equivalently (by an easy case of Frobenius reciprocity), irreducible SOn+1SOn+1-sub-representations of L2(Sn)L2(Sn) (where Sn=SOn+1/SOnSn=SOn+1/SOn is the nn-sphere). These correspond to homogeneous harmonic polynomials in n+1n+1 variables.
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