The value company capital with the risk price asset described by Ornstein-Uhlenbeck model as the solution of stochastic differential equation

In the article the mathematical model of company capital which invests the part of its free capital in risk assets (shares), which can be defined as the assets of uncertain return, and the rest is invested in the riskless assets (bank deposit), i.e. the assets with the certain return, is constructed. The evolution of the risk asset price is described by Ornstein-Uhlenbeck model. The company works just with its capital, mobilization of external funds is not considered. The solution of the equation showing the dynamic of investment company capital was founded in the explicit form by group analysis methods of stochastic differential equations. Some information from the group analysis theory of the stochastic differential equations is presented. The knowledge-based solution in the explicit form allows the company to solve the problems with the invested loan financing arrangements and move away from investing activities to the long-term capital by short-term loans characterized the international practice.