Ukrainian Mathematical Congress -- 2009
Nickolay Kachanovsky (Institute of Mathematics of NAS of Ukraine, Kyiv, Ukraine)
On stochastic differential operators on the extended Fock space and its riggings
In this talk we introduce and study some special operators on the so-called extended Fock space and its riggings. Using generalized Wiener-Ito-Segal isomorphisms one can interpret these operators as stochastic differential operators for a wide class of probability measures. In particular, it is possible to consider so-caled Meixner analysis and coloured noise analysis.