Weak approximation for a class of gaussian processes

We prove that, under rather general conditions, the law of a continuousGaussian process represented by a stochastic integral of a deterministic kernel, 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 fractional Brownian motion with any Hurst parameter.