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.
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。
It mainly carries on the continuous process stochastic differential equation discretization of the research.
在此过程中，原来的混沌海中的迭代轨道逐渐演变为一个由不连续边界象集的归宿构成的随机网。
In this process the iteration trajectory in the aforementioned chaotic sea gradually changes to a stochastic web constructed by the end results of the image set of the discontinuous border.
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