  Let G={G(x), x\in R_+}, G(0)=0, be a mean zero Gaussian process with
$E(G(x)-G(y))^2=\sigma ^2(x-y) $. Let $
  \rho (x)= \frac12{d^{2}\over dx^2}\sigma^2(x)$, $x\ne 0 $. When $\rho^{k}$ is
integrable at zero and satisfies some additional regularity conditions,
  \[ \lim_{h\downarrow 0} \int :(\frac{G(x+h)-G(x)}{h})^{k}:g(x) dx=:(G')
^{k}:(g){.3 in}a.s. \] for all $g\in B_{0}(R^{+})$, the set of bounded Lebesgue
measurable functions on $R_+$ with compact support. Here $G'$ is a generalized
derivative of $G$ and $:(\cd)^{k}:$ is the $k$--th order Wick power.
