Say for example we have brownian motion term added to an expression $W(t)$ and our $t=2$, what would $W(2)$ be?
I' ve tried searching the internet but I can't seem to find a way that gives a formula or anything...
I have this together with an ODE, which I have to solve using the Euler's method.
$$y_1 = y_0 + hf(t_n, y_n) + \frac{W(t_{n+1}) - W(t_n)}{t_{n+1}-t_n}$$
Where $f(t, y(t) = y(t)$, $y_0 = y(1) = 4$