Let (X,Y) be a mean zero martingale pair, i.e., X and Y possess mean zero and E(YIX) = X a.s.. It has been proved in various ways that (1) there exist stopping times T on Brownian motion {B(t); such that B(T) is distributed like X and is uniformly integrable; and (2) for any such t there exist stopping times i’ such that T I’ a.s., (B(T), B(I’)) is distributed like (X,Y) and {B(tAT’); is unifor...