Before revision:  When the  zero boundary is attracting and attainable, we specialize to a prototypical model, namely the mean-reverting Cox--Ingersoll--Ross process.
After revision:  When the transition probability of the variance process can be represented by a non-central chi-square density. We focus on the case when the number of degrees of freedom is small and the zero boundary is attracting and attainable, we specialize to a prototypical model, namely the mean-reverting Cox--Ingersoll--Ross process.