financial bubbles 1levy processes 1numerical methods 1partial integro-differential equations 1viscosity solutions 1
From the 1 of 2 linked papers with an AI index.
2 papers
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…
math.AP2026
Partial regularity of the gradient for subsolutions
Aram Hakobyan, Michael Poghosyan, Henrik Shahgholian
We prove that the gradient of any bounded subharmonic function is upper semi-continuous, provided that its super-level sets can be touched from the exterior by uniform $C^{1,\text{…