Worked examples of applying Ito's lemma
In most textbooks Ito's lemma is derived (on different levels of technicality depending on the intended audience) and then only the classic examples of Geometric Brownian motion and the Black-Scholes equation are given.
I am looking for references where lots of worked examples of applying Ito's lemma are given in an easy to follow, step by step fashion. Also more advanced cases should be covered.
This post has been up for a while, is great, and helped me through understanding this topic more. I also wanted to update it with additional resources that I found → http://www.math.drexel.edu/~song/Gene%20Golub%20Summer%20School/Song/Exercise%202.pdf