Brownian Motion
Calculate Brownian Motion instantly with the exact formula and a worked example.
Brownian Motion
σ
t
SD = σ√t
1
σ
1
t
1
Var
1
SD
1
More about: Brownian Motion
What it calculates
The “Brownian Motion” calculator computes SD = σ√t from 2 parameters: σ, t.
A core calculation for studying, engineering tasks, and checking solutions.
Example calculation
With parameters σ = 1, t = 1 the result is 1 (B_t ~ N(0, σ²·t)).
How to use
- Enter σ and t — each field above is adjustable with a slider.
- SD = σ√t is calculated automatically as you type.
- Check the worked example below to see the formula applied to real numbers.
- Copy the result or bookmark this calculator.
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FAQ
How is Brownian Motion calculated?
The Brownian Motion calculator computes SD = σ√t from σ, t. Enter your values above and the exact formula is applied instantly; a worked example with real numbers is shown below.
Is the Brownian Motion calculator free?
Yes. It is completely free, needs no signup, runs entirely in your browser, and sends no data to any server.
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