Matching and Saving in Continuous Time: Proofs

Christian Bayer () and Klaus Wälde
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Christian Bayer: Institute of Mathematics, Technische Universität Berlin, Germany

No 1005, Working Papers from Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz

Abstract: This paper provides the proofs to the analysis of a continuous time match- ing 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: 28 pages
Date: 2010-01-13, Revised 2010-01-13
New Economics Papers: this item is included in nep-dge
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Citations: View citations in EconPapers (8)

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https://download.uni-mainz.de/RePEc/pdf/Discussion_Paper_1005.pdf First version, 2010 (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:jgu:wpaper:1005

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