# Uniqueness of Risk-neutral measure: Probabilistic view

Suppose we are working on the Black and Scholes Framework. There are only two assets, the risk-less bank account and a stock. The discounted process is a GBM under the physical measure with drift term $$\mu -r$$. Using the Girsanov-Cameron-Martin (G-C-M) theorem we can find the risk neutral martingale measure. My question is:

How do we know that it is unique?

For instance, in incomplete market models, G-C-M theorem holds but for a set of different measures. Does the uniqueness come from the Radon-Nikodym derivative?