Brownian Motion

Function to simulate Brownian Motion

The brownian motion is a function very commonly used in Stochastic Calculus. It is a continous process but not a differentiable function.
The file/function simulate a Brownian Motion Path using the quadratic variation process <W>_t=t
As a word of caution one of the the inputs for the function is t which is not time vector but the upper limit of time till which computation is required ( Eg : t=1sec).
Moreover, to make the function simple and self contained the command "Cumulative-Sum(cumsum)" is not used. This is done to make things clear so that any beginner can also follow the code.