**Question** :

Let 
$$
dY\_t=c\_tdt+d\_tdW^1\_t+e\_tdW^2\_t
$$
Where $W^1\_t,~~W^2\_t$ are standard **independent** brownian motions.

I am trying to apply Ito's formula to this, say for example trying to find $d(\frac {1}{Y\_t})$

I'm not too sure about how to treat the variance term in Ito's formula.

Any hints would be appreciated,

Cheers