根据概率论中的Poisson过程,Poisson分布和渗流理论,研究证卷市场中的股票价格波动过程,通过建立相应的金融收益模型,构造出股价的随机过程.再利用价格过程的特征函数,研究股价过程概率分布的收敛问题.同时还讨论了在不同时段内股价波动的性质和状态.
We investigate the fluctuation of price process in a stock market with Poisson process, Poisson distribution and percolation theory, and construct the corresponding random price process. According to the characteristic function of the stock price, we study the convergence of the probability distribution for the stock price process, and discuss the properties of fluctuations for the stock price.