## OU Process

**is a direct subtype of Stoch Process 1D with functions OU Process Functions, keys OU Process keys and example object OUProc that represents an Ornstein Uhlenbeck stochastic process with constant speed, mean reversion and volatility parameters.**

*OU Process*The diffusion equation of the stochastic process

**is:**

*x*

*dx = θ(μ-x)dt + σdw*where

**are constant parameters that describe the speed, mean reversion and normal volatility of**

*θ,μ,σ*

*x*