Geodesic
A remark on square integrable martingales
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 1, pp. 199-202 Cet article a éte moissonné depuis la source Math-Net.Ru

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In the paper, sufficient conditions are given for the existence of a martingale with given squared variation functional. 
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     author = {A. V. Skorokhod},
     title = {A~remark on square integrable martingales},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {199--202},
     year = {1975},
     volume = {20},
     number = {1},
     language = {ru},
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}
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A. V. Skorokhod. A remark on square integrable martingales. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 1, pp. 199-202. http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a23/