Can, Sami Umut - In: Stochastic Processes and their Applications 124 (2014) 12, pp. 3986-4011
We generalize the BM-local time fractional symmetric α-stable motion introduced in Cohen and Samorodnitsky (2006) by replacing the local time with a general continuous additive functional (CAF). We show that the resulting process is again symmetric α-stable with stationary increments....