%0 Journal Article
%T Weak existence of the squared Bessel process and CIR process with skew reflection on a deterministic time dependent curve
%A Gerald Trutnau
%J Mathematics
%D 2008
%I arXiv
%X Using the technique of moving domains, and classical direct stochastic calculus, we construct the Cox-Ingersoll-Ross process, as well as its square root, with additional skew reflection on a deterministic time dependent curve.
%U http://arxiv.org/abs/0804.0119v3