function res=procOU(m,h,T,X0) y=0:h:T; n=length(y); brown=sqrt(h)*rand(m,n,"normal"); X=zeros(m,n)+X0; for j=1:(n-1) X(:,j+1)=X(:,j)-X(:,j)*h+sqrt(2)*brown(:,j); end res=X; endfunction