Existence and uniqueness of Arrow--Debreu equilibria with consumptions in ${\bf L}^0_+$

DOI10.1137/S0040585X97T987958zbMath1352.91025arXiv1304.3284OpenAlexW3104278368MaRDI QIDQ3178734

Dmitry Kramkov

Publication date: 7 December 2016

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.3284

zbMATH Keywords

Arrow-Debreu equilibriumPareto allocation

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (1)

Existence of an endogenously complete equilibrium driven by a diffusion

Cites Work

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• Existence of an endogenously complete equilibrium driven by a diffusion
• Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models
• Financial markets in continuous time. Translated from the French by Anna Kennedy
• Existence and Uniqueness of Equilibria When Preferences are Additively Separable

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