Ornstein-Uhlenbeck process with Normal time slices
OrnsteinUhlenbeckProcess[μ, σ, θ]
OrnsteinUhlenbeckProcess[μ, σ, θ, x0]
Mean[OrnsteinUhlenbeckProcess[μ, σ, θ][t]]
→ μMean[OrnsteinUhlenbeckProcess[μ, σ, θ, x][t]]
→ μ + (x - μ)/E^(t*θ)Variance[OrnsteinUhlenbeckProcess[μ, σ, θ][t]]
→ σ^2/(2*θ)