We present a stochastic process with sawtooth paths whose distribution is given by a simple rule and whose stationary distribution is Gaussian. The process arose in a natural way in research on interaction of an inert particle with a Brownian particle.
"A Gaussian Oscillator." Electron. Commun. Probab. 9 92 - 95, 2004. https://doi.org/10.1214/ECP.v9-1113