@techreport{oai:shiga-u.repo.nii.ac.jp:00009959,
 author = {Kusuda, Koji},
 issue = {B-2},
 month = {Oct},
 note = {Technical Report, Jump-diffusion security market models with infinite dimensional martingale
generator have been intensively studied in Finance and Financial Economics.
Recently, the author’s companion paper (Kusuda [35]) has shown that a generalized
security market equilibrium in an “approximately complete security market” (Bj¨ork
et al. [9]) economy with infinite dimensional martingale generator can be identified
with an Arrow-Debreu equilibrium in the corresponding Arrow-Debreu economy.
This paper presents (1) a sufficient condition for the existence of the Arrow-Debreu
equilibria in the case of stochastic differential utilities, and (2) sufficient conditions
for the existence, uniqueness, and local uniqueness of Arrow-Debreu equilibria in
the case of time additive utilities, in the Arrow-Debreu economy., CRR Working Paper, Series B, No. B-2, pp. 1-19},
 title = {General Equilibrium Analysis in Security Markets with Infinite Dimensional Martingale Generator},
 year = {2004}
}