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1/alpha-self-similar alpha-stable processes with stationary
Murad S. Taqqu
In this note we settle a question posed by Kasahara, Maejima and Vervaat
: we show that the -stable Lévy motion is the only -self-similar -stable process
with stationary increments if . We also introduce new classes of
-self-similar -stable processes with stationary
increments for .