Recursive utility, martingales, and the asymptotic behaviour of optimal processes

DOI10.1016/S0165-1889(96)00942-6zbMath0879.90044MaRDI QIDQ673261

Sumit Joshi

Publication date: 28 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

Euler equationsAsymptoticsGrowthMartingalesStochastic

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

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• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• On Optimal Economic Growth with Changing Technology and Tastes: Characterization and Stability Results

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