Consider the following SDE: \begin{equation} d x_t = \kappa (\theta - x_t) dt + \sigma x_t d W_t \ , \end{equation} where $\kappa$, $\theta$, $\sigma > 0$ and $W_t$ is a Brownian motion.
Is it possible to find an analytical expression for $E_s \{ x^2_t \}$? I started looking for a solution similar as for the CIR process, but couldn't find anything.