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.
2010
2010
Marinacci, Massimo; Montrucchio, Luigi
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11565/3715566
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