Before revision: This paper considers an initial market model , specified by the pair (S,\mathbb F) where S is its discounted assets' price process and \mathbb F its flow of information , and an arbitrary random time \tau.
After revision: This paper considers an initial market model , specified by the pair (S,\mathbb F) where S is its discounted assets' price process and \mathbb F its flow of information \mathbb F- is stopped at a random time \tau.