We unify Brownian motion and quantum mechanics in a single mathematical framework. In particular, we show that non-relativistic quantum mechanics of a single spinless particle on a flat space can be described by a Wiener process that is rotated in the complex plane. We then extend this theory to relativistic stochastic theories on manifolds using the framework of second order geometry. As a byproduct, our results suggest that a consistent path integral based formulation of a quantum theory on a Lorentzian (Riemannian) manifold requires an Ito deformation of the Poincare (Galilean) symmetry, arising due to the coupling of the quadratic variation to the affine connection.