Qu'est-ce que « Mean reversion, Ornstein–Uhlenbeck process, half-life » ?

A process shows mean reversion when its drift pulls it toward a level. The Ornstein–Uhlenbeck process is the Gaussian case $dX = \kappa(\bar x - X)\,dt + \sigma\,dW$, $\kappa > 0$. The half-life of a mean-reverting process is the time $\ln 2/\kappa$ after which the expected deviation from the level has halved.