In WPF how to change the width of DataGrid.ScrollBar?

You would need to make a custom Template for the DataGrid. In your custom template you need to create a ControlTemplate for the ScrollViewer, where you need to include a ScrollBar with x:Name="PART_VerticalScrollBar" and give it a width of whatever you like. Something like this:(only part of a template)

<ScrollBar x:Name="PART_VerticalScrollBar" Width="100" Grid.Column="2" Maximum="{TemplateBinding ScrollableHeight}" Orientation="Vertical" Grid.Row="1" Visibility="{TemplateBinding ComputedVerticalScrollBarVisibility}" Value="{Binding VerticalOffset, Mode=OneWay, RelativeSource={RelativeSource TemplatedParent}}" ViewportSize="{TemplateBinding ViewportHeight}"/>