Betz, Cristina; Gzyl, Henryk - In: Stochastic Processes and their Applications 11 (1981) 3, pp. 313-315
We prove that if a global solution of the equation dXt = a(Xt) dBt, X0 = x exists for some x [epsilon] and [integral operator][infinity]0 a2(Xs)ds = [infinity], then one must have a [not equal to] 0 a.e.