  Since the first derivation of non-Markovian stochastic Schr\"odinger
equations, their interpretation has been contentious. In a recent Letter [Phys.
Rev. Lett. 100, 080401 (2008)], Di\'osi claimed to prove that they generate
"true single system trajectories [conditioned on] continuous measurement". In
this Letter we show that his proof is fundamentally flawed: the solution to his
non-Markovian stochastic Schr\"odinger equation at any particular time can be
interpreted as a conditioned state, but joining up these solutions as a
trajectory creates a fiction.
