89 citations · 398 across the 17 of their papers we have counts for
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math.PR2013★ 2 cited
Existence and uniqueness of Arrow-Debreu equilibria with consumptions in
Dmitry Kramkov
We consider an economy where agents' consumption sets are given by the cone of non-negative measurable functions and whose preferences are defined by additive util…
math.PR2013★ 27 cited
Existence of an endogenously complete equilibrium driven by a diffusion
Dmitry Kramkov
The existence of complete Radner equilibria is established in an economy which parameters are driven by a diffusion process. Our results complement those in the literature. In part…