  The model describing market dynamics after a large financial crash is
considered in terms of the stochastic differential equation of Ito. Physically,
the model presents an overdamped Brownian particle moving in the nonstationary
one-dimensional potential $U$ under the influence of the variable noise
intensity, depending on the particle position $x$. Based on the empirical data
the approximate estimation of the Kramers-Moyal coefficients $D_{1,2}$ allow to
predicate quite definitely the behavior of the potential introduced by $D_1 = -
\partial U /\partial x$ and the volatility $\sim \sqrt{D_2}$. It has been shown
that the presented model describes well enough the best known empirical facts
relative to the large financial crash of October 1987. \
