1 citations · 1 across the 3 of their papers we have counts for
3 papers
The Financial Bubble Model with Lévy Jump Processes
Avetik Arakelyan, Rafayel Barkhudaryan, Vigen Khalatyan +1
In this work we consider an extension of the Berestycki--Monneau--Scheinkman (BMS) model for speculative financial bubbles, in which the investor disagreement process is allowed to…
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{…
Numerical Solution of the Two-Phase Obstacle Problem by Finite Difference Method
Avetik Arakelyan, Rafayel Barkhudaryan, Michael Poghosyan
In this paper we consider the numerical approximation of the two-phase membrane (obstacle) problem by finite difference method. First, we introduce the notion of viscosity solution…