Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach

DOI10.2307/2951566zbMath0764.90010OpenAlexW1985083316MaRDI QIDQ4013231

Ayman Hindy, Chi-fu Huang

Publication date: 27 September 1992

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/48656

zbMATH Keywords

uncertaintyBrownian motionmartingalescontinuous timelocal substitutiontopologiesItô processesnon-time-additive utility functionsspace of consumption patterns

Mathematics Subject Classification ID

Economic growth models (91B62) Individual preferences (91B08) Consumer behavior, demand theory (91B42)

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