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

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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…