Remember how NASA's M3 instrument on ISRO's Chandrayaan-1 spacecraft confirmed the sparse existence of water all over the surface of the Moon? One of the speculations was that the water formed as protons, which are basically hydrogen atoms without electrons, combine with the oxygen in lunar rock. And it seems that this is indeed the case as the ESA's SARA instrument on the same spacecraft had collected data showing that a substantial number of protons in the solar wind are being absorbed by the lunar regolith.
A caveat is that SARA only measures energetic neutral atoms and the solar wind, so I'm not quite clear on how it's concluded that the hydrogen absorbed from the solar wind is directly tied to the water spread over the surface of the Moon. In fact, it seems that IBEX had already observed something similar, having estimated that 90% of the solar wind is absorbed by the lunar regolith. Two separate spacecraft have basically confirmed that the Moon absorbing protons from the solar wind.
Now if we could just exclude other possibilities for where the hydrogen may have gone to, we could conclude that the water is indeed created as protons in the solar wind combine with oxygen in the lunar rock. I can't think of any other possibility that wouldn't result in standalone hydrogen molecules existing all over the Moon, and apparently the ESA scientists can't, either. Maybe someone else can?