Update comment, indentation.

theano/scan_module/scan_op.py

@@ -1307,7 +1307,9 @@ class Scan(PureOp):
                                            known_grads={y: g_y}, wrt=x)
                 except gradient.NullTypeGradError:
                     # It means the gradient is undefined (which implies
-                    # is connected)
+                    # is connected).
+                    # Warning: x is not the right gradient here, but the only
+                    # thing we will check later is whether it is None.
                     gmp[x] = x
                 except gradient.DisconnectedInputError:
                     gmp[x] = None
@@ -1904,6 +1906,7 @@ class Scan(PureOp):
         inner_gfn_outs = (inner_out_mitmot +
                           inner_out_sitsot +
                           inner_out_nitsot)
+
         local_op = Scan(inner_gfn_ins, inner_gfn_outs, info)
         outputs = local_op(*outer_inputs)
         if type(outputs) not in (list, tuple):