Stochastic differential utility as the continuous-time limit of recursive utility (Q402100): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B16 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6334949 / rank | |||
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stochastic differential utility | |||
| Property / zbMATH Keywords: stochastic differential utility / rank | |||
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recursive utility | |||
| Property / zbMATH Keywords: recursive utility / rank | |||
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convergence | |||
| Property / zbMATH Keywords: convergence / rank | |||
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backward stochastic differential equation | |||
| Property / zbMATH Keywords: backward stochastic differential equation / rank | |||
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Revision as of 16:36, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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