 Stopped inverse radial power martingale classification

For Brownian motion started at radius $x>0$, the displayed process is a continuous local martingale. It is a bounded true martingale when $0<a\le x$, but a strict local martingale when $a=0$ or $a>x$. In the latter case the boundary is outside the starting point, so stopping does not remove the singularity at the origin. Brownian scaling gives $\mathbb{E}\Vert B_t{\Vert }^{2-d}=O(t^{-(d-2)/2})$; when $a>x$, the stopped expectation tends to $a^{2-d}<x^{2-d}$.