Arbeitspapier
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.
- Language
-
Englisch
- Bibliographic citation
-
Series: CESifo Working Paper ; No. 3026
- Classification
-
Wirtschaft
Existence and Stability Conditions of Equilibrium
Miscellaneous Mathematical Tools
- Subject
-
continuous time uncertainty
Fokker-Planck equation
existence proof
Sparen
Zeitpräferenz
Optimaler Konsum
Euler-Gleichung
Stochastischer Prozess
Theorie
- Event
-
Geistige Schöpfung
- (who)
-
Bayer, Christian
Wälde, Klaus
- Event
-
Veröffentlichung
- (who)
-
Center for Economic Studies and ifo Institute (CESifo)
- (where)
-
Munich
- (when)
-
2010
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Bayer, Christian
- Wälde, Klaus
- Center for Economic Studies and ifo Institute (CESifo)
Time of origin
- 2010
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