Ornstein-Uhlenbeck Process Simulator
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About the Ornstein-Uhlenbeck Process
This tool simulates a mean-reverting random process where:
- Mean Reversion Speed (θ): How quickly the process returns to the long-term mean
- Long-Term Mean (μ): The average value the process tends to revert to
- Volatility (σ): How much random fluctuation occurs at each step
Common applications include modeling interest rates, commodity prices, and particle motion in physics.
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