Matching and Saving in Continuous Time: Proofs

Bayer, christian;Walde, Klaus
(2010) , 27 pages

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Authors
  • Bayer, christian
    Author
  • Walde, Klaus
    Author
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.
Affiliations
  • TU BerlinInstitute of Mathematics
  • University of Mainz, CESifo and UCLMainz School of Management and Economics

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Bayer, c., & Walde, K. (2010). Matching and Saving in Continuous Time: Proofs (IRES Discussion papers 2010014). https://hdl.handle.net/2078.5/249605