 Hypotheses for a diffusion scale hitting formula

The equation $\frac{1}{2}{\sigma }^2{s}^{\prime \prime }+b{s}^{\prime }=0$ makes the scale transform a local martingale but does not alone prove the usual two-boundary hitting ratio. Stopped on $[a,b]$, it is bounded, so optional stopping gives that ratio when exit is almost surely finite and the endpoint scale values differ. If exit can be infinite, the terminal martingale has a further contribution on the non-exit event. For example, $\sigma =b=0$, $X_t=x\in (a,b)$ and $s(y)=y$ satisfy the differential equation but never hit either endpoint; the claimed ratio would nevertheless be positive. A constant solution for $s$ also gives an undefined denominator and is excluded by the usual strict-monotonicity convention for scale.