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Fix then \\(p<q\\), and an \\(X\\)-valued \\(p\\)-stable random measure \\(Z_p\\), with characteristic measure \\(Q_p\\). The author shows that it exists a stochastic integral on \\(L^p(|Q_p |\\otimes \\mathbb{P})\\)-adapted real processes \\(u\\) on \\([0, 1]\\): \\(u\\mapsto \\int^1_0 u dZ_p\\), extending the obvious integral on simple processes \\(u\\), and continuous from \\(L^p(|Q_p |\\otimes \\mathbb{P})\\) into \\(L^0_X (\\Omega)\\). It is also continuous from \\(L^2(|Q_2 |\\otimes \\mathbb{P})\\) into \\(L^2_X (\\Omega)\\), for \\(p=q=2\\). In this last case, the covariance operator of \\(\\int^1_0udZ_2\\) is \\(\\int^1_0 \\mathbb{E} (|u_t 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