Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach (Q4013231): Difference between revisions
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scientific article
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English | Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach |
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Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach (English)
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27 September 1992
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local substitution
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martingales
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non-time-additive utility functions
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space of consumption patterns
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continuous time
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uncertainty
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Brownian motion
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Itô processes
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topologies
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