dX = -theta X dt + sigma dW: mean-reverting Gaussian process; stationary distribution N(0, sigma^2 / 2 theta); models velocity in Langevin physics and interest rates in Vasicek.
dX = -theta X dt + sigma dW: mean-reverting Gaussian process; stationary distribution N(0, sigma^2 / 2 theta); models velocity in Langevin physics and interest rates in Vasicek.