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Title:Matching and saving in continuous time: Proofs PDF Logo
Authors:Bayer, Christian
Wälde, Klaus
Issue Date:2010
Series/Report no.:CESifo working paper Labour Markets 3026
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
Appears in Collections:CESifo Working Papers, CESifo Group Munich

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