It is said oxygen is needed for combustion, but in space there is no oxygen. How does the Sun burn then?
Combustion in sun is different from what you think.
Sun uses Fusion reaction to release enormous amount of energy in the form of radiation.
Sun has large quantity of hydrogen isotopes. These isotopes under huge pressure fuse together to form Helium atoms.
By law of energy, some parts of mass is converted to Energy which is emitted in the form of radiation.
Hence, no oxygen is required for sun to burn. Hope this answers your question.