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The finance market can be consider as as complex system in physics. The moving stock price can be regarded as moving collo id particle that obey stochastic process. In this research, the stock is assumed to obey Geometric Brownian Motion and the variance obeys Ornstein-Uhlenbeck stochastic process. The theoritical probability density of return in this model is in accordance with the empirical probability density of return that taken from LQ45 dan BCA data series at Stheir peaks and their tails. The theorit ical probability densities of the return in this model is compared with the Gaussian distribution, Power law, and exponential d istribution.

Fluctuation of LQ45 index and BCA stock price at Indonesian Stock Echange IDX