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Recall that in the Gaussian case, i.e., if \\(\\alpha=2\\), the only processes possessing these properties are the fractional Brownian motions.  The aim of the present paper is to investigate a special class of \\(\\beta\\)--stable processes with stationary increments and being \\(H\\)-self-similar with \\((\\beta+1)/2\\beta\\leq H<1/\\beta\\) if \\(0<\\beta<1\\), with \\(H=1\\) if \\(\\beta=1\\) and with \\(1/\\beta<H\\leq (\\beta+1)/2\\beta\\) if \\(1<\\beta<2\\). The construction of those processes goes via a discrete approximation following the ideas of \\textit{S. Cohen} and \\textit{G. Samorodnitsky} [Ann. Appl. Probab. 16, No. 3, 1432--1461 (2006; Zbl 1133.60016)]. Strong relationships with Kesten's and Spitzer's random walk in in random sceneries are shown. 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