Define $X_t^S$, where $S$ is a stopping time as
$X_t^S = X_{min\{t,S\}}\mathbb{1}_{S>0}$
Prove that if $X_t^S$ is a martingale with respect to the filtration $\mathcal{F}_{min\{t,S\}}$ then it is also a filtration with respect to the filtration $\mathcal{F}_t$