How to simulate Brownian motion for multiple trajectories?

[Paul_Hossler]

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