Consider two continous-time stochastic processes $\{A(t)\}_{t \ge 0}$ and $\{B(t)\}_{t \ge 0}$ with $A(t)=t$ and $B(t)=t$.

How can I study the correlation between the two processes?

Thank you!

Consider two continous-time stochastic processes $\{A(t)\}_{t \ge 0}$ and $\{B(t)\}_{t \ge 0}$ with $A(t)=t$ and $B(t)=t$. Each process starts at $t=0$ and emits "ticks" at increasing time slots. For instance, the trajectories (realizations) of three processes $A$, $B$ and $C$ could be described as:

$A: 0, 0.4s, 0.8s, 1.3s, 2.1s, 2.5s, 3.1s, 4.5s, 4.6s, 5.8s, \ldots$ $B: 0, 1.8s, 1.9s, 2.7s, 2.8s, 2.8s, 2.9s, 4.7s, 6.5s, \ldots$ $C: 0, 0.5s, 0.9s, 1.4s, 2.2s, 2.6s, 3.2s, 4.6s, 4.7s, 5.9s, \ldots$

We can say that $A$ and $C$ are correlated, or might be generated by the same source.

How can I study the correlation between two processes $A$ and $B$?

Thank you!