title: STOCHASTIC INTEGRATION FOR TEMPERED FRACTIONAL BROWNIAN MOTION.
abstract: Tempered fractional Brownian motion is obtained when the power law kernel in the moving average representation of a fractional Brownian motion is multiplied by an exponential tempering factor. This paper develops the theory of stochastic integrals for tempered fractional Brownian motion. Along the way, we develop some basic results on tempered fractional calculus.
authors.affiliation: D epartment of S tatistics and P robability , M ichigan S tate U niversity , E ast L ansing MI 48823 mcubed@stt.msu.edu URL: http://www.stt.msu.edu/users/mcubed/
authors.forename: Mark M
authors.initials: MM
authors.lastname: Meerschaert
authors.affiliation: D epartment of S tatistics and P robability , M ichigan S tate U niversity , E ast L ansing MI 48823 sabzika2@stt.msu.edu.
authors.forename: Farzad
authors.initials: F
authors.lastname: Sabzikar