Given the following context:

In 1754, Belton was inherited by Sir John Cust, the son of previous owner Viscount Tyrconnel's widowed sister. Cust was a distinguished politician active during the politically turbulent 1760s, and his monument at Belton blames his death at the age of 51 to the "unusual fatigues of his office". His heir was created Lord Brownlow in 1776, and Belton was owned by successive Lords Brownlow for the next 200 years.In the last three decades of the 19th century the 3rd Earl Brownlow spent much time and money restoring Belton, and consequently the house entered the 20th century in a good state of repair and preservation. However, the 20th century was to present Belton and its estate with serious problems. These included the introduction of income tax and death duties which would leave the finances of the Brownlow family severely depleted.At the beginning of World War I, like many other British landowners, the 3rd Earl Brownlow offered his house and park to the Government for war service. The offer was accepted, and the largest and most drastic changes were made in the park since the time of Viscount Tyrconnel's folly building. In August 1914, the house and park were used as the assembly point for the 11th (Northern) Division before its deployment. In 1915, the home depôt and training ground of the Machine Gun Corps were established in the southern part of Belton park. The lie of the land there, where the River Witham passes between the Lower Lincolnshire Limestone and the Upper Lias mudstone, lent itself to the development of the necessary firing ranges close to good communications by way of the Great North Road and Grantham railway station on the East Coast Main Line. The depôt was closed in 1919, the site cleared and the land restored to Lord Brownlow in 1920. Little sign of the Machine Gun Corps's stay remains in the park, but plaques and inscriptions can be followed from the south gate of Belton park to the memorial gate on the way from there to the town centre and in the north aisle of Grantham parish...

answer the following question:

What was the name of the railway station that was close to the home depôt? 

Grantham railway station