Before revision:  When the transaction times are dense in [ t0 ,T] it is shown, with mild conditions, that under each of these probabilities log S_T/S_{t_0 divisible distribution and in particular normal distribution for "calm" stock ;
After revision:  When the transaction times are dense in [ t0 ,T] it is shown, with mild conditions, that under each of these probabilities \log \frac{S_T divisible distribution and in particular normal distribution for "calm" stock ;