Please demonstrate how to solve the numerical solution of stochastic differential equation dx=sinxdt+xdw in MATLAB, where w is Wiener process.

can

Clf clearance, clc

dxdt=@(t,x)sin(x( 1))+x( 1)* randn;

x0 = 1; % The initial value here is 1, which can be customized.

tspan =[0 10]; % solution interval

[t,val]=ode45(dxdt,tspan,x0);

plot(t,val)

Grid open

set(gca,' xtick ',0: 1: 10,' ytick ', 1:.2:3.5)