Evolution process as an alternative to diffusion process and Black–Scholes Formula

In this paper, we study the one-dimensional transport process in the case of disbalance. In the hydrodynamic limit, this process approximates the diffusion process on a line. By using this property, we propose to apply transport processes instead of diffusion processes in some economical models, particularly in Black–Scholes formula. This application manages to avoid some drawbacks of diffusion processes