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Apr 22, 2012 at 19:25 comment added Abdelmalek Abdesselam @Anand: the paper by Blumenthal and Getoor has the answer to your question for any positive alpha not just for those in the interval ]0,2]. Look carefully at the statement of Theorem 2.1
Apr 3, 2012 at 20:39 comment added Anand Thanks Professor Abdelmalek Abdesselam, I think that these papers deal with $\alpha\in ]0,2]$. Thanks. :-)
Mar 16, 2012 at 18:24 history answered Abdelmalek Abdesselam CC BY-SA 3.0