Martingales from processes with independent increments
Matematičeskie zametki, Tome 24 (1978) no. 4, pp. 571-581.

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@article{MZM_1978_24_4_a10,
     author = {L. I. Gal'chuk},
     title = {Martingales from processes with independent increments},
     journal = {Matemati\v{c}eskie zametki},
     pages = {571--581},
     publisher = {mathdoc},
     volume = {24},
     number = {4},
     year = {1978},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_1978_24_4_a10/}
}
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L. I. Gal'chuk. Martingales from processes with independent increments. Matematičeskie zametki, Tome 24 (1978) no. 4, pp. 571-581. http://geodesic.mathdoc.fr/item/MZM_1978_24_4_a10/