Answers: Code your own Brownian motion!

The following Python code generates a Brownian motion for the times given by the vector timePoints.

import random
def brownianMotion(timePoints):
    brownianTrajectory = [0]
    for t in range(len(timePoints)-1):
        randomNumber = random.gauss(0, timePoints[t+1]-timePoints[t])
        brownianTrajectory.append(brownianTrajectory[t] + randomNumber)
    return brownianTrajectory