How do we set up a multi dimensional Black scholes equation for an option depending on two uncorelated asset?The first one is a stock that follows ds = (mu)Sdt + (sigma)Sdx The second one is a bond that follows dS= (a - bS)dt + (sigma)(sqrt(1+(S- a/b)^2))dx

How does the ds of the bond affect the regular derivation of multi dimensional black scholes?

I am trying to understand how to solve with any kind of ds function to get the answer of black scholes like partial differential equation