Matching and Saving in Continuous Time: Proofs

This paper provides the proofs to the analysis of a continuous time match- ing model with saving in Bayer and Wälde (2010a). The paper proves the results on consumption growth, provides an existence proof for optimal consumption and a detailed derivation of the Fokker-Planck equations.

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Year of publication:	2010-01-13
Authors:	Bayer, Christian ; Wälde, Klaus
Institutions:	Volkswirtschaftslehre-Lehrstühle, Gutenberg School of Management and Economics
Subject:	continuous time uncertainty \| Fokker-Planck equations \| existence proof

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 1005 28 pages
Classification:	C62 - Existence and Stability Conditions of Equilibrium ; C65 - Miscellaneous Mathematical Tools
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008544419