Methods of the determination of stochastic processes contribution into reatty cost

Abstract

The procedure of elimination nonanalytical contribution of the stochastic process into results of observations of realty cost, basing on market information only, have been considered. The algorithm of division of the dependency under investigation on deterministic and stochastic part, founded on principal different analytical behavior, have been offered. The Result to realization of the Furie – smoothings algorithm of observation data of prices have been applyed to real market of realty.