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

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

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

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

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