Imagine we have an Ito process of the functional form: $$ dX_t = \mu(t,X_t)\,dt + \sigma(t,X_t)\,dW_t $$
where $W$ is a Brownian motion, $0 < t < T$ and $\int_0^T\sigma(t, X_t)\,dW_t$ is square-integrable
I am hoping this question is not too elementary, but what is the strategy to plot the density function of $X$ implied by the equation above?