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An application of the nonselfadjoint operators theory in the study of stochastic processes

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  • Lyazid Abbaoui
  • Latifa Debbi

Abstract

The theory of operator colligations in Hilbert spaces gives rise to certain models for nonselfadjoint operators, called triangular models. These models generalize the spectral decomposition of selfadjoint operators. In this paper, we use the triangular model to obtain the correlation function (CF) of a nonstationary linearly representable stochastic process for which the corresponding operator is simple, dissipative, nonselfadjoint of rank 1, and has real spectrum. As a generalization, we represent the infinitesimal correlation function (ICF) of a nonhomogeneous linearly representable stochastic field in which at least one of the operators has real spectrum.

Suggested Citation

  • Lyazid Abbaoui & Latifa Debbi, 2004. "An application of the nonselfadjoint operators theory in the study of stochastic processes," International Journal of Stochastic Analysis, Hindawi, vol. 2004, pages 1-9, January.
    • Handle: RePEc:hin:jnijsa:946341
    DOI: 10.1155/S1048953304305034
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