Before revision:  We extend the results obtained by Kifer  Kifer in the case of a perfect market model to the case of imperfections on the market taken into account via the nonlinearity of the wealth dynamics.
After revision:  We extend the results obtained by Kifer Kifer in the case of a perfect market model to the case of an imperfect market with default, when the imperfections are taken into account via the nonlinearity of the wealth dynamics.