Tempered fractional stable motion (Q300298)

The authors introduce extensions of a linear fractional stable motion and a harmonizable fractional stable motion via exponential tempering terms in the kernel in the integral representation. Various properties of these symmetric \(\alpha\)-stable processes with stationary increments are studied. This includes scaling properties and sample path properties, as well as singularities and Hölder-continuity estimates. Most of the work is spent on the different dependence structures of these processes. A semi-long-range dependence is proved for the linear tempered fractional stable motion. Moreover, for a large class of these processes, the existence of local times and the local nondeterminism property is established.