Simulation of a Local Time Fractional Stable Motion

The aim of this paper is to simulate sample paths of a class of symmetric alpha-stable processes. This will be achieved by using the series expansion of the processes seen as shot noise series. In our case, as the general term of the series expansion has to be approximated, a first result is needed in shot noise theory. Then, this will lead to a convergence rate of the approximation towards the Local Time Fractional Stable Motion.