Integral-geometric construction of self-similar stable processes

Recently, fractional Brownian motions are widely used to describe complex phenomena in several fields of natural science. In the terminology of probability theory the fractional Brownian motion is a Gaussian process{X(t) :tє R} with stationary increments which has a self-similar property, that is, there exists a constantH(for the Brownian motionH= 1/2, in general 0 <H< 1 for Gaussian processes) called the exponent of self-similarity of the process, such that, for anyc> 0, two processes are subject to the same law (see [10]).