Geodesic
The stochastic dynamics of the shares $\textrm{РАО ЕЭС}$ quotations
Matematičeskoe modelirovanie, Tome 17 (2005) no. 2, pp. 119-125.

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It is shown that price changes of the shares $\textrm{РАО ЕЭС}$ upon different delay times $\tau$ can be regarded as a stochastic Marcovian process. The evolution of the probability distributions is described by means of the Fokker–Plank equation. It is written in terms of a drift and a diffusion coefficients that are directly estimated from financial data. The drift and diffusion coefficients allow to separate the deterministic and noisy influence on a dynamic of the share quotations. It is also shown that for small $\tau$ the asymptotical behavior of the probability distributions is determined by power-law tail. In the case of large $\tau$ the prices change have Gaussian distribution. 
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     author = {G. L. Buchbinder and K. M. Chistilin},
     title = {The stochastic dynamics of the shares $\textrm{{\CYRR}{\CYRA}{\CYRO} {\CYRE}{\CYREREV}{\CYRS}}$ quotations},
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G. L. Buchbinder; K. M. Chistilin. The stochastic dynamics of the shares $\textrm{РАО ЕЭС}$ quotations. Matematičeskoe modelirovanie, Tome 17 (2005) no. 2, pp. 119-125. http://geodesic.mathdoc.fr/item/MM_2005_17_2_a11/