delta_t=0.001;
N=10/delta_t;
a=10;

evolution=zeros(N,2);

evolution(1,1)=0;
evolution(1,2)=1;

i=2;
while i<=N
    evolution(i,1)=evolution(i-1,1)+delta_t;
    evolution(i,2)=evolution(i-1,2)-a*evolution(i-1,2)*delta_t+normrnd(0,(delta_t)^(1/2));
    i=i+1;
end

plot(evolution(:,1),evolution(:,2));
hold on;
    xlabel('Time');
    ylabel('Position');
hold off;