2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/142411An explicit procedure to construct a family of martingales generated by a process with independent increments is presented. The main tools are the polynomials that give the relationship between the moments and cumulants, and a set of martingales related to the jumps of the process called Teugels martingalesProbability60G51; 60G44text