Approximation of fractional Brownian motion by Wiener integrals

We find an approximation in the space $L_\infty ([0,T];L_2(\Omega ))$ of a fractional Brownian motion by martingales of the form $\int _0^ta(s) dW_s$, where $W$ is a Wiener process, $a(s)$ is a power function with a negative index, that is $a(s)=k\cdot s^{-\alpha }$ where $k>0$, $\alpha =H-1/2$, and $H$ is the index of fractional Brownian motion.