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Extended_OU_Process

Extended OU Process is a Type that represents an extended Ornstein Uhlenbeck stochastic process with constant speed, mean reversion and volatility parameters.
The diffusion equation of the stochastic process x is:
dx = θ(μ-x)dt + σdw
where θ,μ,σ are constant parameters that describe the speed, mean reversion and normal volatility of x