Brownian Motion
Calculate Brownian Motion instantly with the exact formula and a worked example. Free online calculator — no signup.
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 the parameter values — every field above is adjustable with a slider.
- The result and related metrics are calculated automatically as you type.
- Use the additional metrics shown (if any) where needed.
- Copy the result or bookmark the page.