Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach (Q4013231)

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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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