  One proves that the $n$-D stochastic controlled equation
$dX+AXdt=\sigma(X)dW+Bu\,dt$, where $\sigma\in\mbox{Lip}((\R^n,\L(\R^d,\R^n))$
and the pair $A\in\L(\R^n)$, $B\in\L(\R^m,\R^n)$ satisfies the Kalman rank
condition, is exactly controllable in each $y\in\R^n$, $\sigma(y)=0$ on each
finite interval $(0,T)$. An application to approximate controllability to
stochastic heat equation is given.
