How to change to risk neutral measure in a mean reversion process?

Question

For example, in the Ornstein-Uhlenbeck process do I just replace the drift term with the risk free rate, like in the GBM case?

Answer 1

Risk neutral version of O-U process is apparently a simple GBM. See explanation here, http://web.mit.edu/wangj/www/pap/LoWang95.pdf specifically section II.