摘要翻译：
在一般的假设条件下，建立了引起半线性资产价格的随机金融均衡的存在性。这些均衡用实值表示，并跨越完全市场或有退出限制的市场。我们处理允许跳跃的随机禀赋密度流和只施加正则性条件的一般时间相关效用函数。作为主要结果证明的一部分，我们建立了半鞅函数的一个新的刻划。
---
英文标题：
《Financial equilibria in the semimartingale setting: complete markets and
  markets with withdrawal constraints》
---
作者：
Gordan Zitkovic
---
最新提交年份：
2007
---
分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
--
一级分类：Mathematics        数学
二级分类：Optimization and Control        优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
--
一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
--

---
英文摘要：
  Existence of stochastic financial equilibria giving rise to semimartingale asset prices is established under a general class of assumptions. These equilibria are expressed in real terms and span complete markets or markets with withdrawal constraints.We deal with random endowment density streams which admit jumps and general time-dependent utility functions on which only regularity conditions are imposed. As an integral part of the proof of the main result, we establish a novel characterization of semimartingale functions.
---
PDF链接：
https://arxiv.org/pdf/0706.0462