Kramkov, Dmitry - In: Finance and Stochastics 19 (2015) 1, pp. 1-22
<Para ID="Par1">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 time-inhomogeneous case. Copyright...</para>