Not sure I understand 'trajectories' but if you mean iterations, something like this maybe
Option Explicit
Sub Brownian()
Const Drift As Double = 0.2
Const Delta_t As Double = 1# / 250#
Const Volatility As Double = 0.3
Dim N_1 As Double, N As Double
Dim i As Long
N_1 = 0.1 ' guess
For i = 1 To 20000
'X(N) = X(N - 1) + U * X(N - 1) * Delta_t + Sigma * X(N - 1) * En * sqrt(Delta_t)
N = N_1 + (Drift * N_1 * Delta_t) + (Volatility * N_1 * Application.WorksheetFunction.NormSInv(Rnd()) * Sqr(Delta_t))
N_1 = N
Next I
MsgBox N
End Sub