Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/38881 
Year of Publication: 
2010
Series/Report no.: 
CESifo Working Paper No. 3026
Publisher: 
Center for Economic Studies and ifo Institute (CESifo), Munich
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.
Subjects: 
continuous time uncertainty
Fokker-Planck equation
existence proof
JEL: 
C62
C65
Document Type: 
Working Paper
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