  A stochastic calculus is given for processes described by stochastic
integrals with respect to fractional Brownian motions and Rosenblatt processes
somewhat analogous to the stochastic calculus for It\^{o} processes. These
processes for this stochastic calculus arise naturally from a stochastic chain
rule for functionals of Rosenblatt processes; and some It\^{o}-type expressions
are given here. Furthermore, there is some analysis of these results for their
applications to problems using Rosenblatt noise.
