  We introduce a novel concept of dissipative measure-valued martingale
solution to the stochastic Euler equations describing the motion of an inviscid
incompressible fluid. These solutions are characterized by a parametrized Young
measure and a concentration defect measure in the total energy balance.
Moreover, they are weak in the probablistic sense i.e., the underlying
probablity space and the driving Wiener process are intrinsic part of the
solution. In a significant departure from the existing literature, we first
exhibit the relative energy inequality for the incompressible Euler equations
driven by a multiplicative noise, and then demonstrate pathwise weak-strong
uniqueness principle. Finally, we also provide a sufficient condition, a la
Prodi and Serrin, for the uniqueness of weak martingale solutions to stochastic
Naiver-Stokes system in the class of finite energy weak martingale solutions.
