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.
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。
It mainly carries on the continuous process stochastic differential equation discretization of the research.
技术上的思想主要是将连续过程的随机微分方程离散化来进行研究。
Due to some unexpected stochastic events, the pure continuous diffusion process is unable to describe the interest rate behavior exactly.
由于一些不可预测的随机事件的影响，纯粹的连续扩散过程难以正确描述利率变动的行为。
Due to some unexpected stochastic events, the pure continuous diffusion process is unable to describe the interest rate behavior exactly.
由于一些不可预测的随机事件的影响，纯粹的连续扩散过程难以正确描述利率变动的行为。
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