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Chapterl Increments of some Gaussl an processes. Introduction The dlmendonJ Gausslan processes The valued muhLparameter Gausslan processes;Chapter 11 Functional limit theorems for one.dimensional FBM and OU processes;Chapter Ill Funotional limit theorem for dimensional FBM;Chapter IV Funotional limit theorem for selfsimilar Gaussian processes In Holder type norm;Chapter V Convergence of random variables.