Fluctuations of stock price model by statistical physics systems

We investigate the statistical properties of fluctuations of the stock price process in a stock market by the interacting stochastic systems. The theory of the random continuum percolation is applied to construct a financial model that describes the behavior of a stock price, and the continuum percolation is used to describe the “herd effect” of investors in a stock market. Further, the statistical physics model is applied to model and study the stock price. In this paper, we discuss the asymptotical behavior of the distributions for this stock price process, and show the convergence of the finite dimensional probability distributions for the financial model.