Here I see how the CIR developed from OU s with the same parameters. I wonder how the solution will change if we are adding squared of OU processes with different parameters? In this proof, it is assumed that alphas and betas of the OU processes are the same. I want to drive parameters of CIR from the summation of OU^2 which are centered at zero but have different alphas and betas, any hint would be appreciated.


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