Matching and saving in continuous time : proofs

Christian Bayer; Klaus Wälde

This paper provides the proofs to the analysis of a continuous time matching 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. -- continuous time uncertainty ; Fokker-Planck equation ; existence proof

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Year of publication:	2010
Authors:	Bayer, Christian ; Wälde, Klaus
Publisher:	München : CESifo
Subject:	Sparen \| Savings \| Intertemporale Entscheidung \| Intertemporal choice \| Nachfragetheorie des Haushalts \| Consumer demand theory \| Variationsrechnung \| Variational method \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory

Extent:	Online-Ressource (26 S.) graph. Darst.
Series:	CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. 3026
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Parallel als Druckausg. erschienen
Other identifiers:	hdl:10419/38881 [Handle]
Classification:	C62 - Existence and Stability Conditions of Equilibrium ; C65 - Miscellaneous Mathematical Tools
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10003965877