Аннотация:
We give a su?cient condition on coefficients of a nonhomogeneous
stochastic di?erential equation with non-Lipschitz di?usion for a solution starting from arbitrary nonrandom positive point to stay positive. Some examples of application of the condition mentioned above
are considered.
Ключевые слова:Cox-Ingersoll-Ross model, stochastic differential equation,
positivity of solutions.