O’ZINI O’ZI TASHKIL ETUVCHI SAVDO TIZIMIDA ITO STOXASTIK DIFFERENSIAL TENGLAMA ORQALI INVESTITSIYA OQIMINI OPTIMALLASHTIRISH, OPTIMIZATION OF INVESTMENT FLOWS THROUGH THE ITО STOCHASTIC DIFFERENTIAL EQUATION IN A SELF-ORGANIZING TRADING SYSTEM, ОПТИМИЗАЦИЯ ИНВЕСТИЦИОННЫХ ПОТОКОВ С ИСПОЛЬЗОВАНИЕМ СТОХАСТИЧЕСКОГО ДИФФЕРЕНЦИАЛЬНОГО УРАВНЕНИЯ ITO В САМООРГАНИЗУЮЩЕЙСЯ ТОРГОВОЙ СИСТЕМЕ

<jats:p>This article analyzes the problem of optimizing investment flows in a self-organizing trading system. From a mathematical perspective, the apparatus of stochastic calculus, particularly Itô stochastic differential equations, is employed. The trading system is modeled as a self-organizing structure capable of adapting to external economic processes. Based on the Gronwall–Bellman equation, a mathematical model is proposed that enables the determination of the optimal trajectory for the allocation of investment resources. The obtained results are of significant importance for forecasting economic systems, optimizing resource allocation, and developing market strategies</jats:p>