Prove that, if s ( X ) s ( X ) is a martingale, then, equality (5.3.3)

Prove that, if $s\left(X\right)$ is a martingale, then, equality (5.3.3) holds.

$$\begin{array}{}{P}_x(T_a<T_b)=\frac{s\left(x\right)-s\left(b\right)}{s\left(a\right)-s\left(b\right)}& \text{(5.3.3)}\end{array}$$