Secondly , we introduce the levy processes and the geometric levy market model in which the stock price process is governed by a levy process . then , we obtain decomposed forms of a levy process and expression of the market model 其次,介紹了levy (跳)過程,得到了levy過程的幾種分解形式;在假設(shè)資產(chǎn)服從幾何levy跳過程的前提下,討論了該市場模型的表達(dá)形式和某些數(shù)學(xué)特征