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. $dW = \epsilon \sqrt{dt}$ and $\epsilon$ is a random number normally distributed with a
mean of 0 and a variance of 1.
(a) Simulate this random walk in 1 dimension with your own choice of $a(x, t)$ and
$b(x, t)$ (do not use a constant value).
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(b) Estimate the expected value for your walk after 2500 steps.
(c) If the walk starts at $x = 0$, calculate the probability that $x > 0$ after 2500
steps.