ABSTRACT
In this paper, we give a strong approximation of the tempered fractional Brownian motion via transport processes and derive the rate of convergence.
Acknowledgments
The authors would like to thank the anonymous highly diligent referee for their careful reading of the manuscript and helpful comments.
Funding
This research is supported by the National Natural Science Foundation of China (11271020) and the Distinguished Young Scholars Foundation of Anhui Province (1608085J06).