Anna Oz.

This taut psychological chiller tells the twisted story of Anna, a woman living in Paris, whose dreams of her Venetian counterpart, a secretive young woman who lives in a fine palace with her brother and an enigmatic older man, become frighteningly real. Anna's world begins coming apart after she is picked up by the police for witnessing an awful crime she cannot remember seeing. When she realizes that her dream alter-ego is trying to kill her, only her lover Marc's calming and supportive influence can save her from madness.