Holger Kraft, Frank Thomas Seifried. Stochastic differential utility as the continuous-time limit of recursive utility. J. Economic Theory, 151:528-550, 2014. [doi]
@article{KraftS14,
title = {Stochastic differential utility as the continuous-time limit of recursive utility},
author = {Holger Kraft and Frank Thomas Seifried},
year = {2014},
doi = {10.1016/j.jet.2013.12.007},
url = {http://dx.doi.org/10.1016/j.jet.2013.12.007},
researchr = {https://researchr.org/publication/KraftS14},
cites = {0},
citedby = {0},
journal = {J. Economic Theory},
volume = {151},
pages = {528-550},
}