Simulating Brownian Motion w/ Drift & Diffusion - Step-by-Step Guide for Excel

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To simulate Brownian motion with a drift of 4 units and diffusion of 2 units in Excel, begin by using the stochastic differential equation that incorporates both drift and diffusion components. The formula for the simulation can be expressed as X(t) = X(0) + drift * t + diffusion * W(t), where W(t) represents a Wiener process. Users can generate random numbers to represent the Wiener process and apply the drift and diffusion values accordingly. Resources such as the provided link can offer additional guidance on the mathematical foundations and implementation details. This approach allows for a structured simulation of Brownian motion in Excel.
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Describe the process of simulating a brownian motion with drift of 4 units and diffusion of 2 units. write a program in any application to imulate such a brownian motion.



Anyone knows where should i start first if i use excel to do it. I don't know what equation to use.
 
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You can probably start here:

http://www.kellogg.nwu.edu/faculty/myerson/ftp/ch7time.pdf
 
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