The Ornstein-Uhlenbeck process is a type of stochastic process used in various fields such as finance, physics, and biology. It describes the behavior of a variable that tends to drift towards a long-term mean over time, exhibiting both random fluctuations and a tendency to revert to that mean. This makes it useful for modeling systems that experience random shocks but have a stabilizing force. Mathematically, the process is defined by a differential equation that incorporates a drift term and a diffusion term. The drift term pulls the variable back towards its mean, while the diffusion term introduces randomness. This combination allows the Ornstein-Uhlenbeck process to effectively capture the dynamics of many real-world phenomena.