Question: 1.6. Modify the Euler code of Example 1.6 to numerically solve and plot five different realizations of the (OrnsteinUhlenbeck process) solutions of the SDE: dS
1.6. Modify the Euler code of Example 1.6 to numerically solve and plot five different realizations of the (Ornstein–Uhlenbeck process) solutions of the SDE: dS =
−Sdt+dW with initial conditions S0 = 0,1,2,3, and 4 . Perhaps integrate over 0 ≤ t ≤ 4 .
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