(p^>D) is negative and the slope of the supply curve q^>S(p^>S) is positive, just as the S&D functions in the neoclassical model «should» be. But this visual similarity is incomplete, because the economic meaning of these pictures in the two theories differs significantly: in the classical model it is a description of the actual process of negotiations in order to reach a deal, and in the neoclassical model it is a description of strategies of behavior of agents in the market in terms of neoclassical supply and demand curves, q^>D(p^>D) and q^>S(p^>S). We emphasize that while in neoclassics these curves, by definition, represent as it were the actual functions of supply and demand, in classics these curves are simply a graphical representation of the price and quantitative time trajectories in the form of one trajectory in the course of trading. Thus, the classic economic theory does not assume the existence of any definite dependence of the agents’ quantitative quotations on price quotations, i.e. the existence of any definite functions q^>D(p^>D) and q^>S(p^>S).

In conclusion, we would like to emphasize that, as we have seen, if agents insist on their initial offers and show no willingness to bargain and compromise, the volume of bargaining will be zero. It is the willingness of the buyer and seller to modify their initial offers that leads to bargains. Thus, we can argue that market agents should initially include into their strategies a certain possible range of prices and quantities for their quotations. From this point, only one important step remains to build a better probabilistic model.

In order to achieve greater transparency of the presentation, we will also reserve ourselves in this section to describing the details of probabilistic theory on the example of the two-agent model of the grain market.

We have come to the most intriguing point in the presentation of probabilistic economics, namely, we will now include the sixth principle – uncertainty and probability – to the theory. We will proceed as follows: first, for the analogy with theoretical physics, or more precisely, with the procedure of transition from classical mechanics to quantum mechanics to be clearly visible, and, second, we will try not to lose key aspects of describing the economic character, i.e. meaningful and rational behavior of agents in the market. The latter concerns, first of all, the process of agents' decision-making about the strategy of behavior in the market as well as the method of mathematical representation of market actions implementing these agents’ decisions. Obviously, taking into account the principle of uncertainty and probability should in one way or another lead us from a point strategy of agents to some continuous strategy. Mathematically we will make this transition in exactly the same way as in theoretical physics we make the transition from temporal trajectories of particles to probability distributions of particles in space. Namely, let us move from a description of economic dynamics in classical economic theory in terms of temporal price and quantity agent trajectories, p^>D(t), q^>D(t), etc., to a description of dynamics in probabilistics using continuous agent distributions of price and quantity probabilities D(p, q) и S(p, q), which we will call probabilistic agent functions S&D. For certainty, let us note that these distributions themselves depend on trajectories,