Abstract
We prove that the set of laws of stochastic integrals $H\,{\cdot}\, W$, where $W$ is a multidimensional Wiener process and $H^2$ takes values in a compact convex subset $D$ of the set of symmetric positive semidefinite matrices, is weakly dense in the set of laws of martingales $M$ with $d\langle M \rangle/dt$ taking values in $D$.
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