Matching and Saving in Continuous Time: Proofs

Christian Bayer and Klaus Wälde

No 3026-A, CESifo Working Paper Series from CESifo

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 (search for similar items in EconPapers)
JEL-codes: C62 C65 (search for similar items in EconPapers)
Date: 2010
References: View complete reference list from CitEc
Citations: View citations in EconPapers (9)

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Related works:
Working Paper: Matching and Saving in Continuous Time: Proofs (2010)
Working Paper: Matching and Saving in Continuous Time: Proofs (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:ces:ceswps:_3026-a

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