Simulating Brownian motion with drift 4 and diffusion 2 in Excel

[Altemicione]

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.

 

[juvenal]

You can probably start here:

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