Dear Jonnny D,
A typical piece of code to generate a time series of a Wiener Process looks like this:
RandomFunction[WienerProcess[.3, .5], {0, 1, 0.01}]
The outer function is RandomFunction. It takes the process as first argument. The second argument (the list) has three entries: {tmin,tmax,dt}; tmin is the start time, tmax is the final time, and dt is the time step. In the code above 0.01 would be the step size.
Cheers,
Marco
