Convergence in law to operator fractional Brownian motion of Riemann-Liouville type

In this paper, we extend the well-studied fractional Brownian motion of Riemann-Liouville type to the multivariate case, and the corresponding processes are called operator fractional Brownian motions of Riemann-Liouville type. We also provide two results on approximation to operator fractional Brownian motions of Riemann-Liouville type. The first approximation is based on a Poisson process, and the second one is based on a sequence of I.I.D. random variables.