Thread: Stochastic time series

Does anyone know how to make a time series using the stochastic differential equation:

ds/s = sigmadX + mudt where dX is a random variable drawn from the normal distribution with mean zero and variance dt?

Also does anyone know any sites which talk about fat tails in the log return probability distribution of the geometric Brownian motion I could use for this financial calculus course??

I forgot to mention it is using Excel to making a time series