  In this paper, we discuss three extrapolation methods for alpha-stable random
fields with 1<alpha<=2. We justify them, giving proofs of the existence and
uniqueness of the solutions for each method and providing sufficient conditions
for path continuity. Two methods are based on minimizing the variability of the
difference between the predictor and the theoretical value, whereas in the
third approach we provide a new method that maximizes the covariation between
these two quantities.
