Obviously, organized markets are complex multiagent non-equilibrium probabilistic systems, and their description requires adequate mathematical methods. At the moment, the only suitable source of such methods is, of course, physics, which has long accumulated experience in theoretical work with similar multiparticle systems. Besides, quite a lot of experience has already been accumulated with regard to the physical methods application in economics, i.e., the use of formal methods and approaches of theoretical physics to solve economic problems. In particular, in the works of A.V. Kondratenko [2005, 2015] a new theory of market economy – Probabilistic Economic Theory – was developed. Initially, this theory was based on quantum mechanics with the derivation of economic equations of motion, which have not yet been solved for multiagent markets. Subsequently, a simpler version of the theory was developed using the probabilistic method, namely – probability economy or probabilistic economics, which was used as the basic theory to develop the probabilistic theory of the exchange in this paper, although it does not have motion equation, but has a mathematical framework, which proved very adequate and viable for the description of exchange processes and structures. To be on the safe side and avoid misunderstandings, let us clarify that there is literally no physics in this theory, no mechanics, let alone quantum mechanics. It is an economic theory to describe the economic processes that take place in the stock exchange. It simply adapts to economics mathematical tools that were created hundreds of years ago and were previously successfully used to solve similar problems in physics.
Probabilistic economics can be seen as a theory developed in the manner of general ideology as a physical method in economics, as well as in classical economic theory, understanding it as a version of the economic theory development, which can be figuratively described by an evolutionary trajectory: Adam Smith – Karl Menger – Ludwig von Mises. The works of these three great economists gave rise to the author's understanding of the essence and purpose of real economic science and the desire to develop their ideas and concepts by using the modern scientific probabilistic method of research. The primary task then was to create a mathematical apparatus or body equivalent to the physical method and use it to calculate specific real economic systems similar to how the same process worked in the history of the development and rapid rise of physical science, due to the creation of a powerful mathematical body, starting with the discovery of the equations of motion and differential calculus.