Allow Dynamical problem to have non diagonal noise

Author: Hadrien

src/solve.jl

@@ -291,7 +291,7 @@ function DiffEqBase.__init(
   else
     randElType = uBottomEltypeNoUnits # Strip units and type info
     if prob.f isa DynamicalSDEFunction
-      rand_prototype = copy(noise_rate_prototype)
+      rand_prototype = copy(rate_prototype.x[1]) # Noise is a vector of the same size than the number of variables
     elseif is_diagonal_noise(prob)
       if u isa SArray
         rand_prototype = zero(u) # TODO: Array{randElType} for units