Solved Euler Mayurma Method to solve SDE dx=(5-x)/(7-t)dt+dWt

Introduction : In this Euler Mayurma Method is applied to solve stochastic differential equation dx=(5-x)/(7-t)dt+dWt Question : Using Euler Mayurma Method to solve SDE \[dx=\frac{5-x}{7-t}dt+dW_t\] subject to initial condition [ x\left(0\right)=1] Solution : \[dx=\frac{5-x}{7-t}dt+dW_t\] Subject to \[ x\left(0\right)=1\] So \[t_0=0…

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