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A family of random variables \\((X_t: t \\geq 0)\\) is called a PCOC if, for all \\(t\\),   \\[  E(|X_t|) < \\infty  \\]   and if, for any real-valued convex function \\(g\\),   \\[  t \\mapsto E(g(X_t)) \\in (-\\infty, \\infty]  \\]   is an increasing function. By Jensen's inequality, it is immediately seen that the one-dimensional marginals \\(X_t\\) of a martingale \\(X\\) form a PCOC. A deep result by Kellerer states that, for any PCOC \\(X\\), there exists a martingale \\(M\\), such that for all \\(t\\), \\(X_t\\) and \\(M_t\\) have the same distribution. However, in general, it is not known how to construct the martingale \\(M\\).  In a collection of previous articles, the authors gave explicit constructions for a number of examples, based on the Brownian sheet, more generally, on L\u00e9vy sheets and Sato sheets.   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