  The financial market is nonpredictable, as according to the Bachelier, the
mathematical expectation of the speculator is zero. Nevertheless, we observe in
the price fluctuations the two distinct scales, short and long time. Behaviour
of a market in long terms, such as year intervals, is different from that in
short terms.
  A diffusion equation with a time dependent diffusion coefficient that
describes the fluctuations of the financial market, is subject to a two-scale
homogenisation, and long term characteristics of the market such as mean
behaviour of price and variance, are obtained. We indicate also that
introduction of convolution into diffusion equation permits to obtain L- stable
behaviour of finance.
