{"created":"2023-05-15T15:30:31.398567+00:00","id":9959,"links":{},"metadata":{"_buckets":{"deposit":"b1d303f9-0820-4bbf-aaaf-04ab4c911dd2"},"_deposit":{"created_by":1,"id":"9959","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"9959"},"status":"published"},"_oai":{"id":"oai:shiga-u.repo.nii.ac.jp:00009959","sets":["1159:1166:1168"]},"author_link":["36630","36631","36629"],"item_7_biblio_info_8":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2004-10","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"B-2","bibliographicPageEnd":"19","bibliographicPageStart":"1","bibliographic_titles":[{"bibliographic_title":"CRR Working Paper, Series B"}]}]},"item_7_description_43":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"subitem_description":"Technical Report","subitem_description_type":"Other"}]},"item_7_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"Jump-diffusion security market models with infinite dimensional martingale\ngenerator have been intensively studied in Finance and Financial Economics.\nRecently, the author’s companion paper (Kusuda [35]) has shown that a generalized\nsecurity market equilibrium in an “approximately complete security market” (Bj¨ork\net al. [9]) economy with infinite dimensional martingale generator can be identified\nwith an Arrow-Debreu equilibrium in the corresponding Arrow-Debreu economy.\nThis paper presents (1) a sufficient condition for the existence of the Arrow-Debreu\nequilibria in the case of stochastic differential utilities, and (2) sufficient conditions\nfor the existence, uniqueness, and local uniqueness of Arrow-Debreu equilibria in\nthe case of time additive utilities, in the Arrow-Debreu economy.","subitem_description_type":"Abstract"}]},"item_7_description_7":{"attribute_name":"引用","attribute_value_mlt":[{"subitem_description":"CRR Working Paper, Series B, No. B-2, pp. 1-19","subitem_description_type":"Other"}]},"item_7_full_name_2":{"attribute_name":"著者(ヨミ)","attribute_value_mlt":[{"nameIdentifiers":[{}],"names":[{"name":"クスダ, コウジ"}]}]},"item_7_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{}],"names":[{"name":"楠田, 浩二"}]}]},"item_7_publisher_35":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"Center for Risk Research (CRR), Shiga University"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Kusuda, Koji"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-09-14"}],"displaytype":"detail","filename":"B2Kusuda200410.pdf","filesize":[{"value":"314.6 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"B2Kusuda200410.pdf","url":"https://shiga-u.repo.nii.ac.jp/record/9959/files/B2Kusuda200410.pdf"},"version_id":"609b1c34-f99e-40e6-a006-4d3fe6f8125b"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Approximately complete markets","subitem_subject_scheme":"Other"},{"subitem_subject":"Approximate security market equilibrium","subitem_subject_scheme":"Other"},{"subitem_subject":"Arrow-Debreu equilibrium","subitem_subject_scheme":"Other"},{"subitem_subject":"General equilibrium analysis","subitem_subject_scheme":"Other"},{"subitem_subject":"Infinite dimensional martingale generator","subitem_subject_scheme":"Other"},{"subitem_subject":"Jump-diffusion","subitem_subject_scheme":"Other"},{"subitem_subject":"Stochastic differential utility","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"General Equilibrium Analysis in Security Markets with Infinite Dimensional Martingale Generator","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"General Equilibrium Analysis in Security Markets with Infinite Dimensional Martingale Generator"}]},"item_type_id":"7","owner":"1","path":["1168"],"pubdate":{"attribute_name":"公開日","attribute_value":"2009-03-26"},"publish_date":"2009-03-26","publish_status":"0","recid":"9959","relation_version_is_last":true,"title":["General Equilibrium Analysis in Security Markets with Infinite Dimensional Martingale Generator"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-05-15T19:17:40.341067+00:00"}