In one Divine Discourse, Sri Sathya Sai Baba told, Brahma sathyam, jagat mithya, jeevo brahmaiva naaparam meaning Brahman is eternal; the Universe is an illusion, and the jivi or Individual is Brahman itself. Here is a extract of a letter with a similar sentiment.
My Dears! The time will come when the whole of this dream will vanish. To everyone of us there must come a time when the whole universe will be found to have been a mere dream, when we shall find that the soul is infinitely better than its surroundings. In this struggle through what we call environments, there will come a time when we shall find that these environments were almost zero in comparison with the power of the Soul. It is only a question of time, and time is nothing in the infinite. It is a drop in the ocean. We can afford to wait and be calm.
With Blessings,
Sri Sathya Sai Baba