Matching and Saving in Continuous Time: Proofs

Christian Bayer () and Klaus Wälde
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Christian Bayer: Institute of Mathematics, TU Berlin

No 2010014, LIDAM Discussion Papers IRES from Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)

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 equations; existence proof (search for similar items in EconPapers)
JEL-codes: C62 C65 (search for similar items in EconPapers)
Pages: 27
Date: 2010-04-19
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Citations: View citations in EconPapers (8)

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http://sites.uclouvain.be/econ/DP/IRES/2010014.pdf (application/pdf)

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:ctl:louvir:2010014

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