股票市场模型和不变价格流形

Stock Market Models and Invariant Price Manifolds

本文首次提出股票市场价格流形的概念 ,并对由维纳过程 (布朗运动 )驱动的市场价格动态扩散过程模型 (X)的不变流形作了初步的讨论 ,给出了一个判定一个给定的价格流形M是市场模型 (X)的不变流形的充分条件 .

In this paper,we define a class of stock price manifolds and the concept of X-invariant manifolds for stock market models driven by stochastic diffusion equations,and set up a sufficient condition for a given price manifold to be X-invariant.