On an Optimal Consumption Problem for P-Integrable Consumption Plans
by
Erik J. Balder
,
Martijn R. Pistorius
BibTeX
@MISC{Balder_onan,
author = {Erik J. Balder and Martijn R. Pistorius},
title = {On an Optimal Consumption Problem for P-Integrable Consumption Plans},
year = {}
}
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Abstract
this paper to a stochastic time-dependent situation, simply by a suitable choice of the underlying measure space. In addition to the space\Omega of states of nature, whose distribution is given by the (probability) measure ¯, there is now also a time interval [0; T ] and a filtration fF t : t 2 [0; T ]g of information oe-algebras
