Question: please i want to known how to solve this integral and plot sample paths ?


 

``

K := proc (x, t) options operator, arrow; 5*x+3*t end proc; 1; f := proc (x, t) options operator, arrow; 2*x+3*t^2 end proc

proc (x, t) options operator, arrow; 5*x+3*t end proc

 

proc (x, t) options operator, arrow; 2*x+3*t^2 end proc

(1)

"g(x,t):=f(x,t)+(∫)[0]^(t)K(x,t-u) ⅆW(u)  "
where W(u) is wiener process   
how to solve this integeral at t=.5sec and plot sample paths for x=0..5

``


 

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