The Structure of Equilibrium in an Asset Market with Variable Supply

This note presents new results on existence of rich Fubini extensions. The notion of a rich Fubini extension was recently introduced by Sun (2006) and shown by him to provide the proper framework to obtain an exact law of large numbers for a continuum of random variables. In contrast to the existence results for rich Fubini extensions established by Sun (2006), the arguments in this note don’t use constructions from nonstandard analysis.

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Year of publication:	2008-05
Authors:	Podczeck, Konrad
Institutions:	University of Vienna, Department of Economics

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Extent:	application/pdf
Series:	Vienna Economics Papers.
Type of publication:	Book / Working Paper
Language:	English
Classification:	C00 - Mathematical and Quantitative Methods. General ; C02 - Mathematical Methods ; D80 - Information and Uncertainty. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005585568