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📉 Wiener Process (2D)

A 2D Canvas simulation of the Wiener process: independent Gaussian increments, adjustable paths, drift, volatility and time step, with the theoretical sqrt(t) standard-deviation envelope drawn live.

Probability & Statistics2DModerate60 FPS📱 Mobile-adapted⇄ 3D version

⚙ Under the hood

Watch the Wiener process build up in real time on a classic value-versus-time chart: independent Gaussian increments accumulate into a continuous, nowhere-differentiable path. Adjust the number of simultaneous paths, the time step, drift and volatility, and compare the live traces against the theoretical sqrt(t) standard-deviation envelope.

probabilitystochastic-processbrownian-motionrandom-walkstatistics

2D · HTML5 Canvas 2D · 60 FPS target · runs fully client-side, no install