Showing 2025 · math.APShow all
3 papers · 2 filters
math.AP2025
On non-uniqueness in the option valuation problem
Ekaterina A. Ladykova, Olga S. Rozanova
It is known that the value of a call option in the case of constant elasticity processes (CEV) with the indicator exceeding the critical is determined in a non-unique way…
math.AP2025
The simplest solutions of cold plasma equations: change in properties from a hydrodynamic to a kinetic model
Lidia V. Gargyants, Olga S. Rozanova
We consider the transition from the kinetic model of Landau cold plasma to the hydrodynamic one by constructing a "multi-speed" moment chain in the case of one spatial variable. Cl…
math.AP2025
Linearization method and sharp thresholds for spherically symmetric multidimensional pressureless Euler-Poisson equations
Olga S. Rozanova, Marko K. Turzynsky
We show that the question about the criterion of a singularity formation for radially symmetric solutions to the Cauchy problem for a fairly wide class of equations related to the…