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This SDE is a particular instance of a Cox-Ingersoll-Ross (CIR) process where the boundary point zero is accessible. We consider numerical methods that have access to values of the driving Brownian motion $W$ at a finite number of time points. 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This SDE is a particular instance of a Cox-Ingersoll-Ross (CIR) process where the boundary point zero is accessible. We consider numerical methods that have access to values of the driving Brownian motion $W$ at a finite number of time points. 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