Stochastic differential utility as the continuous-time limit of recursive utility (Q402100)
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scientific article; zbMATH DE number 6334949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential utility as the continuous-time limit of recursive utility |
scientific article; zbMATH DE number 6334949 |
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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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