Stochastic differential utility as the continuous-time limit of recursive utility (Q402100): Difference between revisions

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Latest revision as of 22:30, 8 July 2024

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Stochastic differential utility as the continuous-time limit of recursive utility
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    Stochastic differential utility as the continuous-time limit of recursive utility (English)
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    27 August 2014
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    stochastic differential utility
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    recursive utility
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    convergence
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    backward stochastic differential equation
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