2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/74404We give a necessary and sufficient condition on a sequence of functions on a set $Ω$ under which there is a measure on $Ω$ which renders the given sequence of functions a martingale. Further such a measure is unique if we impose a natural maximum entropy condition on the conditional probabilities.6 pagesProbability60G42; 60G48text