OrnsteinUhlenbeckProcess

OrnsteinUhlenbeckProcess[μ,σ,θ] represents a stationary Ornstein–Uhlenbeck process with long-term mean μ, volatility σ, and mean reversion speed θ.

OrnsteinUhlenbeckProcess[μ,σ,θ,x0] represents an Ornstein–Uhlenbeck process with initial condition x0.

Please visit the official Wolfram Language Reference for more details.