16.4 Using a software of your choice, generate points (Y1(it), Y2(it)) solving dY1(t) = 1 2Y1(t)dt...

16.4 Using a software of your choice, generate points (Y1(iΔt), Y2(iΔt)) solving



dY1(t) = −1 2Y1(t)dt − Y2(t)dBt dY2(t) = −1 2Y2(t)dt + Y1(t)dBt using an Euler approximation. Use Y1(0) = 1, Y2(0) = 0, Δt = 1/1000, i ∈

{1, 2,..., 1000}. Plot the resulting pairs of points in a two-dimensional space where the first coordinate is the Y1 value and the second coordinate is the Y2 value ?