If you want to apply XSLT to several XML documents then (with pure XSLT, I don't know about Stax) you can simply use the document
function (XSLT 1.0 and 2.0) or the collection
function (with XSLT 2.0) e.g.
<xsl:template match="/">
<root>
<xsl:apply-templates select="document('file1.xml')/* | document('file2.xml')/* | document('file3.xml')/*"/>
</root>
</xsl:template>
then add templates matching the element names in the documents you want process.
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