Arithmetic Brownian Motion

%% Monte Carlo ABM

npaths = 2000; %whatever you need 
nsteps = 200; %whatever you need
T = 1; dt = T/nsteps; t = 0:dt:T; % the same 

define your model parameters
mu = 0.05; sigma = 0.4;

%dont need a for loop for Euler-Maruyama for this as can be done with all array opertations as sigma and mu are independent of t. 

Compute the increments with Euler-Maruyama
dX = mu*dt + sigma*randn(npaths,nsteps)*sqrt(dt);

% Accumulate the increments
X = [zeros(npaths,1) cumsum(dX,2)];

plot(t,X(1:1000:end,:))