The stochastic differential equation in Ito's sensewith xo>0 is considered. The qualitative behaviour of the sample paths of ξ(t) in dependence on three free parametersand β≥0 has been completely clarified previously in [2] and [3]. The characteristic function,the probability density function and, for integer, a resulting representation of the transformed processin the regular case, as well as the characteristic function and the density of the extinction probability of η(T) in the irregular case, are derived in this work