Stochastic model of dynamic relative increments stock price

In this paper, the process of relative increment of stock price is considered. The process is described using the generalized Ito equation. Stochastic dynamics was described with Lukoil stock prices during the period of 18.04.2008 up to 17.04.2009, with intervals $\Delta\tau=1$ min, $5$ min, $10$ min, $15$ min, $30$ min, and $60$ min.