Question: It has been suggested that the short-term interest rate, r, follows the stochastic process where a, b, and c are positive constants and dz is

It has been suggested that the short-term interest rate, r, follows the stochastic process 

dr = a(b – r) dt +rc dz

where a, b, and c are positive constants and dz is a Wiener process. Describe the nature of this process.

dr = a(b r) dt +rc dz

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