On weak approximations of integrals with respect to fractional Brownian motion

We study discrete-time approximations of integrals ∫0⋅XsdBsH with respect to fractional Brownian motion BH, where the integrand X is a process with finite integral q-variation. In particular, we discuss schemes based on an integral representation of BH given by Decreusefond & Üstünel and Norros, Valkeila & Virtamo.