A random walk model with no memory where the change is proportional to the variable size.
St=St-1*Normal(1+m,s)
Similar to Random Walk 1. The variable is a random displacement from its previous value proportional to the size of that previous value. Other distributions can, of course, be used in place of the Normal.
St expands with increasing t, and easily go negative.
The links to the Random Walk 2 software specific models are provided here:
