Terms a(1) to a(10) are obvious;
a(11) is 12 because 12 is the smallest integer not yet in the sequence such that the elements of the sets {2,3,4,5,6,7,8,9,1} and {3,4,5,6,7,8,9,1,2} are nine consecutive digits;
a(12) is 34 because 34 is the smallest integer not yet in the sequence such that the elements of the sets {4,5,6,7,8,9,1,2,3} and {5,6,7,8,9,1,2,3,4} are nine consecutive digits;
a(13) is 56 because 56 is the smallest integer not yet in the sequence such that the elements of the sets {6,7,8,9,1,2,3,4,5} and {7,8,9,1,2,3,4,5,6} are nine consecutive digits;
etc.