通过由一般的离散过程逼近连续随机过程的方法，给予证券价格按有漂移率的几何布朗运动变化的一个严格的证明，并指出了股票价格过程的一般模型。
In this paper, the authors give a strict proof of geometric Brown motion displayed by stock prices using the methods of approximation from discrete process to continuous stochastic process.
针对随机游走分析在股市价格模拟中的固定漂移率、后效性等缺点，提出了反馈式随机游走模型。
Based on feedback random walk model, using the influence and effect distribution resulting from determinative and random factors, the Shanghai stock composite index from 1998 to 2000 is imitated.
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