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。

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Then it is demonstrated that the other methods are all the approximation of the stochastic method.

论证了其它方法都是随机过程方法的近似。

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