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Typically, they consider martingale differences \\((X_n,Y_n)\\) which are bounded in \\(L^2\\) and such that  \\[ {1\\over\\sqrt{n}} \\sum^{[ns]}_{i=0} (X_i,Y_i) \\]  converges in law to \\((B_s,W_s)\\), and sums of the type  \\[ {1\\over n} \\sum_{0\\leq i<j\\leq n} f_n\\Biggl(\\beta,{i-1\\over n}, {j\\over n}\\Biggr) X_i Y_j, \\]  which, under convenient technical conditions, converge in law to  \\[ \\int_{0<s<t\\leq 1} f(\\beta, s,t)\\,dB_s\\,dW_t. \\]  This type of result is then applied to some examples and, in particular, to several examples of weak convergence of (joint) 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