Weak approximation for a class of Gaussian processes

We prove that, under rather general conditions, the law of a continuous Gau ssian process represented by a stochastic integral of a deterministic kerne l, with respect to a standard Wiener process, can be weakly approximated by the law of some processes constructed from a standard Poisson process. An example of a Gaussian process to which this result applies is the fractiona l Brownian motion with any Hurst parameter.