I'm working on a matlab code for a trending OU process. I could easily find lot of material and reference for a stationary OU process and how to discretize it using a euler scheme like:
$$X_{n+1}=X_{n}+\theta(\mu−X_{n})\Delta t+\sigma \Delta W_n$$
However, I couldn't find anywhere any hint about how to deal with a stochastic trending version of this process:
Can someone give me a hand about it?