I have a diffusion process $\displaystyle X_t$ which solves the SDE, $\displaystyle dX_t=dt+2\sqrt{X_t}dB_t$ where $\displaystyle B_t$ is a stadard brownian motion.

I know that the formula to work out the scale function is,

$\displaystyle s(x)=\int_0^x exp(-\int_0^y \dfrac{2a(z)}{b^2(z)} dz) dy$

where for our process $\displaystyle a(X)=1$ and $\displaystyle b(X)=2\sqrt{X_t}$. However when i come to doing the actual integration i keep getting in trouble with expressions such as $\displaystyle ln(0)$. I know this can be done as it was from a past exam paper.

Any ideas how to compute it???????