The Martyr Sophia and her daughters Faith, Hope, and Love (or Charity) lived near Rome in the 2nd century. Under the reign of Hadrian, they were found to be Christians and were taken before him. Knowing they faced death, they prayed for strength to endure it. The three young daughters were brutally tortured before their mother's eyes, yet they and their mother refused to renounce the Faith. The three were finally beheaded, and Sophia was allowed to go free.
She took the bodies and buried them outside the city, and mourned for three days. She finally gave up her soul, and the Christians of Rome buried her beside her daughters. Though Sophia was not executed like her daughters, she is also counted as a martyr for the suffering of her heart.
The saints are commemorated on September 17 in the Orthodox Church, and on August 1 in the West. The individual who commissioned this icon also requested that Saint Nicholas appear, though he has no connection to these particular martyrs.