Before revision: We consider a stochastic game-theoretic model of an investment market in continuous time where investors compete for dividend income from several assets . Asset prices are determined endogenously from the equality of supply and demand .
After revision: We consider a stochastic game-theoretic model of an investment market in continuous time with short-lived assets and study strategies, called survival, which guarantee that the relative wealth of an investor who uses such a strategy remains bounded away from zero .