  The objective is to develop a general stochastic approach to delays on
financial markets. We suggest such a concept in the context of large platonic
markets, which allow infinitely many assets and incorporate a restricted
information setting. The discussion is divided into information delays and
order execution delays. The former enables modelling of markets where the
observed information is delayed, while the latter provides the opportunity to
defer the indexed time of a received asset price. Both delays may be designed
randomly and inhomogeneously over time. We show that delayed markets are
equipped with a fundamental theorem of asset pricing and our main result is
inheritance of the no asymptotic Lp-free lunch condition under both delay
types. Eventually, we suggest an approach to verify absence of Lp-free lunch on
markets with multiple brokers endowed with deviating trading speeds.
