# Brownian Motion

*Quant & Pricing — Finicade finance glossary*

The random, jittery path used to model how prices wander through time — borrowed from the physics of particles in a fluid. It's the raw randomness that Black–Scholes and most modern pricing is built on top of.

**Also known as:** wiener process

**Related terms:** [Stochastic Process](https://finicade.com/glossary/stochastic-process), [Monte Carlo Simulation](https://finicade.com/glossary/monte-carlo), [Black–Scholes Model](https://finicade.com/glossary/black-scholes)

**Taught in:** Math Masters — Brownian Motion & Itō's Lemma

Source: https://finicade.com/glossary/brownian-motion