Properties of tempered fractional Brownian motion are derived as consequences of fractional Ornstein-Uhlenbeck processes, with new mixed, two-index, and multifractional extensions introduced.
Fluid limit o f the continuous-time random walk with general L´ evy jump distribution functions
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Tempered Fractional Brownian Motion Revisited Via Fractional Ornstein-Uhlenbeck Processes
Properties of tempered fractional Brownian motion are derived as consequences of fractional Ornstein-Uhlenbeck processes, with new mixed, two-index, and multifractional extensions introduced.