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If their common distribution converges to that of \\((S_ t,T_ t)_{t\\geq 0}\\) then conditions are given for the weak convergence of the stopped partial sum process of the MDA (\\(\\phi\\) (\\(\\sum^{i-1}_{k=1}X_{nk})\\cdot Y_{ni})_{n,i\\in {\\mathbb{N}}}\\) to the stochastic integral \\(\\int^{t}_{0}\\phi (S)dT\\), for some function \\(\\phi\\) : \\({\\mathbb{R}}\\to {\\mathbb{R}}.\\)    This result can be applied to important special cases: A functional limit theorem for diffusion approximations [cf. \\textit{T. Lindvall}, J. Appl. Probab. 9, 445-450 (1972; Zbl 0238.60063)] is obtained; for likelihood ratio martingales a representation of the limiting process as an exponential martingale is given [cf. \\textit{A. R. Swensen}, Conditions for contigenity of probability measures under an asymptotic negligibility condition. Ph. D. Thesis, Univ. 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