Adjust the number of steps for the WienerProcess

Questions
1

Is there a way to adjust the number of steps for the WienerProcess?

2

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

3

This is a great answer - thank you so much! So I reckon to have a number of steps eg. equal to 1000, I could use {0.001, 1, 0.001} as my options parameters? Or simply {1, 1000, 1}?