3. Apply Euler-Maruyama method as one step to solve the SDE 3 y dy = dt + dB 5-t y(1) = 2

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Q: 3. Apply Euler-Maruyama method as one step to solve the SDE 3 y dy dt + dBt 5 t y(1) = 2

A: Given dy=3-y5-tdt+dBty1=2

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Q: Apply Euler-Maruyama method as one step to solve the SDE 3 y dy dt + dB %3D 5 t y(1) = 2

A: Given: dy=3-y5-tdt+dBt y1=2 We have to apply Euler-Maruyama method as one step to solve the SDE.

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