If Brown is your tent pole school (i.e., the one that the other choices are being compared to), then Wesleyan and Vassar make perfect sense. Brown is one of Wesleyan’s biggest overlap schools and the campuses have a very similar Southern New England vibe - a mixture of classic architectural styles (a Greek temple will greet you upon entering both campuses), ethnic restaurants close by, and good-natured sports rivalries with prestigious peers (if you care about that sort of thing.)
But mostly I think in your case it would be about Wesleyan’s science facilities which are unsurpassed for a small college: an entire city block of research labs and classrooms, most of which offer advanced degrees through the doctoral level. With Math in particular, you would want to make sure any college you apply to offers advanced courses beyond the undergraduate level because you never know how fast you might burn through everything else being offered.
Vassar has a nice, close-knit feel to it, too; and there are places to go off campus, but IMO, lacks the buzz of a busy commercial area nearby. Vassar traditionally regards NYC as its “go to“ place to let off steam.