Matching and saving in continuous time: Proofs

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.

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Year of publication:	2010
Authors:	Bayer, Christian ; Wälde, Klaus
Publisher:	Munich : Center for Economic Studies and ifo Institute (CESifo)
Subject:	Sparen \| Zeitpräferenz \| Optimaler Konsum \| Euler-Gleichung \| Stochastischer Prozess \| Theorie \| continuous time uncertainty \| Fokker-Planck equation \| existence proof

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Series:	CESifo Working Paper ; 3026
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	626621100 [GVK] hdl:10419/38881 [Handle]
Classification:	C62 - Existence and Stability Conditions of Equilibrium ; C65 - Miscellaneous Mathematical Tools
Source:	EconStor

Persistent link: https://www.econbiz.de/10010270451