The Prophet said: "If anyone of wakes up and sees some wetness, but he does not think that he had an erotic dream, let him have a bath. But if he thinks that he had an erotic dream but he does not see any wetness, then he does not have to take a bath."  

عَنِ النَّبِيِّ ﷺ قَالَ إِذَا اسْتَيْقَظَ أَحَدُكُمْ مِنْ نَوْمِهِ فَرَأَى بَلَلاً وَلَمْ يَرَ أَنَّهُ احْتَلَمَ اغْتَسَلَ وَإِذَا رَأَى أَنَّهُ قَدِ احْتَلَمَ وَلَمْ يَرَ بَلَلاً فَلاَ غُسْلَ عَلَيْهِ