# Proof of Feller condition for CIR square root process. Any reference?

Could you please give me some reference for the proof of the so-called Feller condition as to a stochastic differential equation of the form: $$dr_t=a(b-r_t)dt+\sigma\sqrt{r_t}dB_t\tag{1}$$ with $$\left(B_t\right)_{t\geq0}$$ denoting a Brownian motion on the filtered probability space $$\left(\Omega,\mathcal{F},\mathcal{F}_n,\mathbb{P}\right)$$?

I found something here, but I cannot really understand it, hence I am searching for something alternative. Is there some alternative proof (e.g. from a book)?

$$dr_t = a \cdot (b - r_t) \cdot dt + \sigma \cdot \sqrt{r_t} \cdot dB_t.$$