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Suppose I have a $2$-dimensional stochastic differential equation with states $x$ and $y$ and I wish to apply Ito formula on $r = (x^2 + y^2)^(1/2)$ and obtain the corresponding stochastic differential equation for $r$. Is this possible to do in Mathematica? Any advice on this would be much appreciated.

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You can try looking through some of the questions/answers here: mathematica.stackexchange.com/search?q=ito –  rm -rf Oct 28 '13 at 4:59
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