#
#  A generation of CIR process
#
#  a(X)=alfa*(beta-x)
#
#  b(X)=sigma*x^0.5   stationary if 2*alfa*beta/sigma^2>1
#
#
#  The drift function
#
#
a <- function(x) {
a <- alfa*(beta-x)
return(a)
}
#
#  The diffusion function
#
b <- function(x)  {
return(sigma*x^0.5)
}
#
##  The derivative of the diffusion function
#
#
bprim <- function(x) {
 return(0.5*sigma/x^0.5)
 }