Download This PaperMatching and Saving in Continuous Time: Proofs
31 Pages Posted: 4 May 2010
Date Written: April 2010
Abstract
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.
Keywords: continuous time uncertainty, Fokker-Planck equation, existence proof
JEL Classification: C62, C65
Suggested Citation: Suggested Citation
Bayer, Christian and Wälde, Klaus, Matching and Saving in Continuous Time: Proofs (April 2010). CESifo Working Paper Series No. 3026-A, Available at SSRN: https://ssrn.com/abstract=1597602 or http://dx.doi.org/10.2139/ssrn.1597602
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