  In this paper, a general model of a pure exchange differential information
economy is studied. In this economic model, the space of states of nature is a
complete probability measure space, the space of agents is a measure space with
a finite measure, and the commodity space is the Euclidean space. Under
appropriate and standard assumptions on agents' characteristics, results on
continuity and measurability of the aggregate preferred correspondence in the
sense of Aumann in [4] are established. These results together with other
techniques are then employed to prove the existence of a maximin rational
expectations equilibrium (maximin REE) of the economic model.

Functional Analysis