4. A generalised random walk is given by dS = a(x,t)dt + b(x,t)dW where a(x,t),b(x,t) are given functions of space and time and dW is a Weiner process i.e. and is a random number normally distributed with a mean of 0 and a variance of 1. Simulate this random walk in 1 dimension with your own choice of a(x,t) and b(x,t) (you may choose to keep these constant, e.g. a=1). Estimate the expected value for your walk after 2500 steps. [2
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