Resumen de The central limit theorem for stochastic integrals
The results of Giné \& Marcus(6) on the $C.L.T.$ for stochastic integrals $w.r.t.$ Lévy processes are extended to the multidimensional time-parameter situation. To reach this extension some useful convergence criteria for $[0, 1]^q$-indexed processes are proven, extending wellknown results of Billingsley, Chentsov, Bickel and Wichura (3), (2).\newline\newline AMS subject classification (1984).60 F 05, 60 H 05.\newline Key words and phrases: stochastic integrals, central limit theorem, fluctuation inequalities weak convergence, $D[0,1]^q$-valued random variables.
