  We lay the theoretical and mathematical foundations of the square root of
Browniam motion and we prove the existence of such a process. In doing so, we
consider Brownian motion on quantized noncommutative Riemannian manifolds and
show how a set of stochastic processes on sets of complex numbers can be
devised. This class of stochastic processes are shown to yield at the outset a
Chapman-Kolmogorov equation with a complex diffusion coefficient that can be
straightforwardly reduced to the Schr\"odinger equation. The existence of these
processes has been recently shown numerically. In this work we provide an
analogous support for the existence of the Chapman-Kolmogorov-Schr\"odinger
equation for them, performing a Monte Carlo study. It is numerically seen as a
Wick rotation can turn the heat kernel into the Schr\"odinger one, mapping such
kernels through the corresponding stochastic processes. In this way, we
introduce a new kind of improper complex stochastic process. This permits a
reformulation of quantum mechanics using purely geometrical concepts that are
strongly linked to stochastic processes. Applications to economics are also
entailed.
