We study unique and globally attracting solutions of a general nonlinear stochastic equation, widely used in Finance and Macroeconomics and closely related to stochastic Koopmans equations.
Unique solutions for stochastic recursive utilities
Marinacci, Massimo
;Montrucchio, Luigi
2010
Abstract
We study unique and globally attracting solutions of a general nonlinear stochastic equation, widely used in Finance and Macroeconomics and closely related to stochastic Koopmans equations.
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