Before revision:  We extend this setting by assuming that any such increment belongs to the sum of an element of the solvency set and the family of acceptable positions, e.g. with respect to a dynamic risk measure.
After revision:  We extend this setting in two directions, allowing for convex transaction costs and assuming that increments of the portfolio process belong to the sum of an element of the solvency set and the family of acceptable positions, e.g. with respect to a dynamic risk measure.