Before revision: A study of the boundedness in probability of the set of possible wealth outcomes of an economic agent facing constraints, and with limited access to information , is undertaken. The wealth-process set is abstractly structured with reasonable economic properties, instead of the usual practice of taking it to consist of stochastic integrals against a semimartingale integrator.
After revision: A study of the boundedness in probability of the set of possible wealth outcomes of an economic agent facing constraints, and with limited access to information . The set of wealth processes available to the agent is structured with reasonable economic properties, instead of the usual practice of taking it to consist of stochastic integrals against a semimartingale integrator.