n <- 500
T <- 1
h <- T/n
t <- (0:n)*h
X <- c(0,cumsum(rnorm(n,mean=0,sd=1)*sqrt(h)))
plot(t,X,type="l",xlab="t",ylab="W(t)", ylim=c(-3,3))
for(i in 1:10)lines(t,c(0,cumsum(rnorm(n,mean=0,sd=1)*sqrt(h))),col=i+1)
abline(h=0,lty=3)
quit()