  A new stochastic theory of a foreign exchange markets dynamics is developed.
As a result we have the new probability distribution which well describes
statistical and scaling dependencies ''experimentally'' observed in foreign
exchange markets in recent years. The developed dynamic theory is compared with
well-known phenomenological Levy distribution approach which is widely applied
to this problem. It is shown that the developed stochastic dynamics and
phenomenological approach based on the Levy distribution give the same
statistical and scaling dependencies.
