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Using the time change method we show how to construct a solution to the stochastic equation 
$d{{X}_{t}}\,=\,b({{X}_{t}}\_)d{{Z}_{t}}\,+\,a({{X}_{t}})dt$ with a nonnegative drift a provided there exists a solution to the auxililary equation 
$d{{L}_{t}}=[{{a}^{-1/\alpha }}b]({{L}_{t}}\_)d\overline{{{Z}_{t}}}+dt$ where 
$Z,\,\overline{Z}$ are two symmetric stable processes of the same index 
$\alpha \,\in \,(0,\,2]$. This approach allows us to prove the existence of solutions for both stochastic equations for the values 
$0\,<\,\alpha \,<\,1$ and only measurable coefficients 
$a$ and 
$b$ satisfying some conditions of boundedness. The existence proof for the auxililary equation uses the method of integral estimates in the sense of Krylov.
