Before revision:  It is assumed in the present paper that the function \sigma satisfies a relatively mild condition expressed in terms of its local modulus of continuity in L^2, while the process B is a Volterra type Gaussian process.
After revision:  We assume that the function \sigma satisfies a relatively mild condition expressed in terms of its local modulus of continuity in L^2, while the process B is a Volterra type Gaussian process.