Supplement to "Endogenous Completeness of Diffusion Driven Equilibrium Markets"

This document gives the proofs that were omitted from the main text, provide details for some of the arguments used in the proofs of the main results, and discuss some additional results concerning the assumption of real analyticity in the space variables and economies with terminal dividends, heterogenous discount rates and time-dependent aggregate consumption.

Supplemental Authors: 
Julien Hugonnier, Semyon Malamud, and Eugene Trubowitz