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Ito Process Random Walk

Rick Kossik -

An Ito process carries out a random walk for a value with an underlying exponential growth rate expressed as the expected normalized growth per year (Mu), and having a normalized variance that increases linearly with time (Sigma). It is also described as a geometric Brownian motion or a Weiner process. This example shows how a History Generator can be used to model an Ito process.


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  • Investment
  • History Generator
  • Finance
  • Financial
  • Random Walk
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