Brownian equilibria under Knightian uncertainty
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Publication:2018550
DOI10.1007/s11579-014-0133-1zbMath1320.91104OpenAlexW3125698146MaRDI QIDQ2018550
Publication date: 24 March 2015
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-014-0133-1
equilibrium existenceKnightian uncertaintystochastic differential utilitygeneric existenceintertemporal recursive utility
Applications of stochastic analysis (to PDEs, etc.) (60H30) General equilibrium theory (91B50) Individual preferences (91B08) Dynamic stochastic general equilibrium theory (91B51)
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Cites Work
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