@article{oai:ynu.repo.nii.ac.jp:00006901, author = {Burnecki, Krzysztof and Maejima, Makoto and Weron, Aleksander}, issue = {1}, journal = {Yokohama Mathematical Journal = 横濱市立大學紀要. D部門, 数学}, month = {}, note = {application/pdf, In this paper we establish the uniqueness of the Lamperti transformation leading from self-similar to stationary processes, and conversely. We discuss $¥alpha$-stable processes, which allow to understand better the difference between the Gaussian and non-Gaussian cases. As a by-product we get a natural construction of two distinct $¥alpha-$ stable Ornstein-Uhlenbeck processes via the Lamperti transformation for $0<¥alpha<2$ . Also a new class of mixed linear fractional $¥alpha$-stable motions is introduced.}, pages = {25--42}, title = {The Lamperti transformation for self-similar processes : Dedicated to the memory of Stamatis Cambanis)}, volume = {44}, year = {1997} }