The Ornstein-Uhlenbeck process is a type of stochastic process used in various fields, including finance and physics. It describes the behavior of a variable that tends to drift towards a long-term mean over time, exhibiting both random fluctuations and a restoring force that pulls it back to that mean. Mathematically, the process is defined by a differential equation that incorporates a drift term and a diffusion term. This makes it useful for modeling phenomena such as interest rates, stock prices, and other systems where there is a tendency to revert to an average value while still experiencing randomness.