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Existence of an endogenously complete equilibrium driven by a diffusion
2018
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The existence of complete Radner equilibria is established in an economy whose parameters are driven by a diffusion process. Our results complement those in the literature. In particular, we work under essentially minimal regularity conditions and treat the timeinhomogeneous case.
doi:10.1184/r1/6477374
fatcat:ywlafv2whbekhl3g3uclaiur4y