We begin by exploring the intuition of Brownian motion by explaining its birth through the observations of Robert Brown and later through Bachelier's work on its applications to the financial market and finally its rigorous and concretized form proposed by Norbert Wiener. The aforementioned motivates a stochastic differential equation to model the future price fluctuations of a stock traded wherein Itô integration is prominent and consequently expanded upon. The final part of this paper focuses on the accuracy of the model by backtesting it with Apple stock and deriving a correlation coefficient.