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