A Generalized Stochastic Differential Utility (Q5704119)
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scientific article; zbMATH DE number 2228284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalized Stochastic Differential Utility |
scientific article; zbMATH DE number 2228284 |
Statements
A Generalized Stochastic Differential Utility (English)
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11 November 2005
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recursive utility
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backward stochastic differential equations
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risk aversion
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uncertainty resolution
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Brownian filtrations
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