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We undertake a study of markets from the perspective of a financial agentwith limited access to information. The set of wealth processes available tothe agent is structured with reasonable economic properties, instead of theusual practice of taking it to consist of stochastic integrals against asemimartingale integrator. We obtain the equivalence of the boundedness inprobability of the set of terminal wealth outcomes (which in turn is equivalentto the weak market viability condition of absence of arbitrage of the firstkind) with the existence of at least one strictly positive deflator that makesthe deflated wealth processes have a generalized supermartingale property.

Generalized supermartingale deflators under limited information