works on
financial bubbles 1levy processes 1numerical methods 1partial integro-differential equations 1viscosity solutions 1

From the 1 of 1 linked paper with an AI index.

collaborators

1 paper

math.AP2026

The Financial Bubble Model with Lévy Jump Processes

Avetik Arakelyan, Rafayel Barkhudaryan, Vigen Khalatyan +1

The paper extends the Berestycki‑Monneau‑Scheinkman model for speculative financial bubbles by adding Lévy jump processes, and develops a viscosity solution theory and a convergent…