Before revision: We prove existence and uniqueness of stochastic equilibria in a representative class of incomplete continuous-time financial environments where the market participants are exponential utility maximizers with heterogeneous risk-aversion coefficients and general  random endowments.
After revision: We prove existence and uniqueness of stochastic equilibria in a representative class of incomplete continuous-time financial environments where the market participants are exponential utility maximizers with heterogeneous risk-aversion coefficients and general Markovian random endowments.