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Counter-example: Let  \\[  b(x):= \\text{sgn}(x):= \\begin{cases} +1&\\text{for \\(x \\geq 0\\)},\\\\ -1&\\text{for \\(x < 0\\)},\\end{cases}  \\]  and \\(M_t:= \\int_0^t b(X_s)dXs\\), where  \\[ X_t:= \\begin{cases} W_t &\\text{for \\(W_1 \\geq 0\\)}, \\\\ W_t &\\text{for \\(W_1 < 0\\) and \\(0 \\leq t \\leq 1\\)} \\\\ W_1-\\sqrt{2} (W_t-W_1)&\\text{for \\(W_1 < 0\\) and \\(t>1\\)}, \\end{cases},  \\]  \\((W_t, {\\mathcal F})\\) a standard Wiener process, then \\(X_t\\) as well as \\(\\tilde{X}_t=-X_t\\) solve the SDE (i) with (ii), but \\(\\text{law}(X,M) \\neq \\text{law}(\\tilde{X},M)\\). Here \\((M,{\\mathcal F})\\) does not possess the representation property of continuous local martingales. It is conjectured that the solution of (i) and (ii) is unique iff the martingale satisfies this 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