Efficient consumption set under recursive utility and unknown beliefs.
type: Item
instance of: scholarly article
title: Efficient consumption set under recursive utility and unknown beliefs.
zbMATH Open document ID: 1180.91322
DOI: 10.1016/S0304-4068(03)00088-0
author: Ali Lazrak
author: Fernando Zapatero
published in: Journal of Mathematical Economics
publication date: 2004-03-14T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 2056322
zbMATH Keywords: recursive utility
zbMATH Keywords: quadratic backward stochastic differential equations
zbMATH Keywords: beliefs
zbMATH Keywords: martingale condition
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2056322