# RANDOM.BROWNIAN function

This article describes the formula syntax of the
RANDOM.BROWNIAN function.

## Description

Generate Brownian samples at given times.

## Syntax

RANDOM.BROWNIAN(times, sigma, mu, _rng)

times |
is an array of times at which to sample the Brownian motion. |

sigma |
is the optional volatility of the Brownian motion. Default is 1. |

mu |
is the optional drift of the Brownian motion. Default is 0. |

_rng |
is an optional handle to a random number generator. |

Generate Brownian sample paths \(\mu t + \sigma B_t\) at `times`

where \(B_t\) is standard Brownian motion using a random number generator.

## See Also

\RANDOM