股票收益率的随机波动

Stochastic Fluctuation of the Return Rate of a Stock

摘要: 设X_n（t）为第n个投资者在时刻t的投资行为对股票收益率的影响，文4证明了\left\\sum_k=1^n \fracX_k(t)\sqrtn\right\ 弱收敛于一个Gauss过程X_t，本文对X_t的性质做了进一步的讨论。

Abstract: Let X_n （t） be the influence of the nth investor on the rate of return of a stock, then the process X_t describes the flucturation of the stock price. In this paper we continue to study the properties of X_t.