Here is how to simulate a Weiner proces in SAS:

proc iml;
/* Simulate from a discrete Weiner process in SAS
See
"An Algorithmic Introduction to Numerical Simulation of
Stochastic Differential Equations" by D.J. Higham,
SIAM Review 43:525-546, 2001.
http://epubs.siam.org/doi/abs/10.1137/S0036144500378302
*/
proc iml;
call randseed(12345);
/* simulate N time steps from Weiner process on interval [0,Tf] */
N = 1000;
Tf = 5;
/* algorithm: step sizes are normally distributed */
N = N-1; /* X(0)=0, so N-1 random values */
dt = Tf/N; /* discretize problem */
sd = sqrt(dt); /* step length is ~ N(0, sd)*/

steps = randfun(N, "Normal", 0, sd); /* random step sizes */
x = 0 // cusum(steps); /* create path with X(0)=0 */

t = do(0, Tf, dt);
call series(t, x);