Journal of Applied Mathematics and Stochastic Analysis 
Volume 2006 (2006), Article ID 82838, 18 pages
doi:10.1155/JAMSA/2006/82838

Operator self-similar processes on Banach spaces

Mihaela T. Matache and Valentin Matache

Department of Mathematics, University of Nebraska, Omaha 68182-0243, NE, USA

Received 16 March 2005; Revised 21 July 2005; Accepted 30 July 2005

Abstract

Operator self-similar (OSS) stochastic processes on arbitrary Banach spaces are considered. If the family of expectations of such a process is a spanning subset of the space, it is proved that the scaling family of operators of the process under consideration is a uniquely determined multiplicative group of operators. If the expectation-function of the process is continuous, it is proved that the expectations of the process have power-growth with exponent greater than or equal to 0, that is, their norm is less than a nonnegative constant times such a power-function, provided that the linear space spanned by the expectations has category 2 (in the sense of Baire) in its closure. It is shown that OSS processes whose expectation-function is differentiable on an interval (s0,), for some s01, have a unique scaling family of operators of the form {sH:s>0}, if the expectations of the process span a dense linear subspace of category 2. The existence of a scaling family of the form {sH:s>0} is proved for proper Hilbert space OSS processes with an Abelian scaling family of positive operators.