The stochastic process defined above in the Itô sense can be rewritten within the Stratonovich convention as a Stratonovich SDE: d X t = [ μ μ ( X t , t ) − − 1 2 ∂ ∂ ∂ ∂ X t D ( X t , t ) ] d t + 2 D ( X t , t ) ∘ ∘ d W t . It includes an added noise-induced drift term due to diffusion gradient effects if the noise is state-dependent. This convention is more often used in physical applications. Indeed, it is well known that any solution to the Stratonovich SDE is a solution to the Itô SDE.