Let (Rt)t≥0(R_t)_{t \geq 0}(Rt)t≥0 be the interest rate process following the Cox-Ingersoll-Ross (CIR) model:
where α,β,σ>0\alpha, \beta, \sigma > 0α,β,σ>0 are constants, R0R_0R0 is the initial interest rate, and (Wt)t≥0(W_t)_{t \geq 0}(Wt is a standard Brownian motion.
What is E[Rt]\mathbb{E}[R_t]E[Rt]?