Continuous-time [[Stochastic Processes|stochastic process]] in which the [[Logarithm and Exponential|logarithm]] of the randomly varying quantity follows a [[Wiener Process or Brownian Motion|Brownian Motion]]. --- Follows [[SDE - Stochastic Differential Equation|SDE]]$dS_t=\mu S_t dt+\sigma S_t dW_t$ [[Itô Calculus and Integral|Itô calculus]] enables analytic solution$S_t=S_0\exp\Big(\big(\mu -\frac{\sigma^{2}}{2}\big)t+\sigma W_t\Big)$