Consider the stochastic differential equation dX(t) = f[X(t)]dt g[X(t)]dW(t). Tell me what the Euler-Maruyama solution to such an equation is, and provide a one-paragraph discussion as to why the Euler-Maruyama approximate solution to SDEs "makes sense." That is, comment as to why it is a natural discrete representation of a stochastic differential equation. Once again, write this paragraph to my father, who is above average intelligence, but knows frickin' nothing about statistics