Knight theorem for orthogonal martingales ($M_j(t)=B_j(⟨M_j{⟩}_t)$)

Let $M_1,\dots ,M_N$ be continuous local martingales starting at zero, with $⟨M_i,M_j⟩=0$ for $i\ne j$ and $⟨M_j{⟩}_{\infty }=\infty$ almost surely. The individual Dambis-Dubins-Schwarz theorem time changes produce independent standard Brownian motions $B_j$ with $M_j(t)=B_j(⟨M_j{⟩}_t)$. Independence is between the Brownian motions; each may still depend on its own clock.