I find out the solution of Ornstein-Uhlenbeck equation http://www.mymathforum.com/cgi-bin/m...0bB_%7Bt%7D%5C is

http://www.mymathforum.com/cgi-bin/m...DdB_%7Bs%7D%5C

My problem is how to find http://www.mymathforum.com/cgi-bin/m...5Cright%20]%5C and http://www.mymathforum.com/cgi-bin/m...5Cright%20]%5C

It seems like it is easy to find the mean and variance.But I was trying and got no solution http://www.mymathforum.com/images/sm...on_redface.gif