  We study social behaviour of agents on capital markets when these are
perturbed by small perturbations. We use the mean field method. Social
behaviour of agents on capital markets is described: volatility of the market,
aversion constant and equilibrium states are discussed. Relaxation behaviour of
agents on the capital market is studied. Equation of motion for the agent
average number is of the relaxation type. Development of the group of agents in
the states corresponding to minimum of the aim function is either linear either
exponentially damped. There exist characteristic volatility constants $ V_{c3}
$ and $ V_{c3} $. The constant b of verification of information contribution to
the aversion constant A and the $ A_{0} $ constant of aversion are
distinguishing three types of dependencies of the minimum of the aim function
on the expected volatility EV and on the expected returns E. Arbitrage trades
and group forces lead the group into the equilibrium state. Verification of
information intensity influences return back to the equilibrium state. The
linear in time damping to the equilibrium state is characterized with the
characteristic time $ T_{3}$ and $ T_{6} $, the exponential with a
characteristic time $ \tau $. Their dependence on the expected volatility, on
the expected profit and characteristics of agents is discussed.
