Geodesic
Integral representation for functionals of processes with independent increments
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 4, pp. 889-893 Cet article a éte moissonné depuis la source Math-Net.Ru

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In the paper, the existence and uniqueness of a stochastic integral representation are proved for a local martingale which is a functional of a Poisson process or a process with independent increments. 
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     author = {Yu. M. Kabanov},
     title = {Integral representation for functionals of processes with independent increments},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {889--893},
     year = {1974},
     volume = {19},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a24/}
}
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Yu. M. Kabanov. Integral representation for functionals of processes with independent increments. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 4, pp. 889-893. http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a24/