Invertibility of nonparametric stochastic demand functions

This paper considers structural nonparametric random utility models for continuous choice variables. It provides sufficient conditions on the structural model to yield reduced-form systems of non-parametric stochastic demand functions that constitute a global homeomorphism between demands and random utility components. Such homeomorphic relationships are essential for global identification of the structural model, the existence of well-specified probability models for choice variables and for the analysis of revealed stochastic preference.