Is it correct to write the following matlab code for the strong solution of SDE in the form of dx(t)=a*x(t)+b*x(t)*dw(t)? w(t) is brownian motion and a and b are constant
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N=1;%number of path
T=20;
x_0=1000;
x=zeros(T/dt+1,N);
for t=1:T/dt
dw=randn(T/dt,N);
x(t+1,:) = x(t,:) +a*x(t)*dt +b*x(t)*dw(t,:);
end
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