On the convergence to the multiple subfractional Wiener-Itô integral

In this paper, we construct a family of continuous stochastic processes that converges in law to the multiple Wiener-Itô integrals with respect to the subfractional Brownian motion with H>12 for the integrand f in a rather general class of functions. We mainly use Donsker and Stroock approximations and the techniques of the multiple Wiener-Itô integral with respect to the Wiener process.