Let $X=(X)_{0\le t\le 1}$ be a continuous martingale starting at $0$, then denote by $\mu$ and $\nu$ the probability laws of $\int_0^1X_t \mathrm{d}t$ and $X_1$. Then it is easy to see that the couple $(\mu,\nu)$ is increasing in convex order, i.e.


holds for all convex functions $f:\mathbb{R}\to \mathbb{R}$ of linear growth, see also "Peacocks and Associated Martingales, with Explicit Constructions" for further details. Now my question is given by probability measures $\mu$ and $\nu$ on $\mathbb{R}$, could we give some conditions on the couple $(\mu,\nu)$ such that there exists a continuous martingale $X=(X)_{0\le t\le 1}$ satisfying

$$X_1\sim\mu~~\mbox{and}~~ \int_0^1X_t\mathrm{d}t\sim\nu ?$$



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