A theorem on the weak convergence of a properly normalized multivariate continuous local martingale is proved. The time-change theorem used for this purpose allows for short and transparent arguments.

,
CWI
CWI. Probability, Networks and Algorithms [PNA]

van Zanten, J.H. (1998). A multivariate central limit theorem for continuous local martingales. CWI. Probability, Networks and Algorithms [PNA]. CWI.