We prove existence of stochastic financial equilibria on filtered spaces more general than the ones generated by finite-dimensional Brownian motions. These equilibria span complete markets, or the markets in which incompleteness stems from withdrawal constraints. We deal with general time-dependent utility functions on which only regularity assumptions are imposed, and random endowment density streams which admit jumps. As side-products of the proof of the main result, we establish a novel characterization of semimartingale functions.