Squared reflected Brownian motion

Question

I would like to know of any good reference about the "squared reflected Brownian motion" or also known as the "double square root process". $$dZ_{t}=(\delta+2a\sqrt{Z_{t}})dt+2\sqrt{Z_{t}}dB_t.$$ Searching around, I can only find a couple of references: an article by Longstaff (1989), "A Nonlinear General Equilibrium Model of the Term Structure of Interest Rates", and a book by Cox-Miller (1970), "Theory of Stochastic Processes". I would like to know how its density and also its Laplace transform are derived and what sort of property the process has in terms of hitting or being absorbed at zero as a function of its dimension parameter $\delta$.