diff --git a/doc/tutorials/ornstein_uhlenbeck_noise/nestml_ou_noise_tutorial.ipynb b/doc/tutorials/ornstein_uhlenbeck_noise/nestml_ou_noise_tutorial.ipynb
index e20a3607a..0d8edb91b 100644
--- a/doc/tutorials/ornstein_uhlenbeck_noise/nestml_ou_noise_tutorial.ipynb
+++ b/doc/tutorials/ornstein_uhlenbeck_noise/nestml_ou_noise_tutorial.ipynb
@@ -41,7 +41,7 @@
     "It turns out that the infinitesimal step in Brownian motion is white noise, that is, an independent and identically distributed sequence of Gaussian $\\mathcal{N}(0, 1)$ random variables. The noise $dB(t)/dt$ can be sampled at time $t$ by drawing a sample from that Gaussian distribution, so if the process is sampled at discrete intervals of length $h$, we can write (equation 2.47 from [\\[1\\]](#References)):\n",
     "\n",
     "\\begin{align}\n",
-    "U(t + h) = (U(t) - \\mu)\\exp(-h/\\tau) + \\sigma\\sqrt{(1 - \\exp(-2h / \\tau ))} \\cdot\\mathcal{N}(0, 1)\n",
+    "U(t + h) = \\mu + (U(t) - \\mu)\\exp(-h/\\tau) + \\sigma\\sqrt{(1 - \\exp(-2h / \\tau ))} \\cdot\\mathcal{N}(0, 1)\n",
     "\\end{align}"
    ]
   },