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This market is called (B,S)-securities market. In the present paper it is assumed that the parameters \\(r,\\) \\(\\mu\\) and \\(\\sigma\\) depend on some (environmental) parameter \\(x,\\) so the above mentioned equations depend on \\(x.\\) It is assumed that \\(x\\) varies in time according to a finite Markov chain \\(x(t)\\), \\(x(0)=x\\in X.\\) The Markov chain is thus the additional source of randomness (besides the Brownian motion) for the market, and the resulting market is called a (B,S)-market in a random environment or (B,S,\\(X)\\)-incomplete market. 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