diff --git a/src/integrators/integrator_utils.jl b/src/integrators/integrator_utils.jl
index 7ead8da71..b63380f5e 100644
--- a/src/integrators/integrator_utils.jl
+++ b/src/integrators/integrator_utils.jl
@@ -102,6 +102,7 @@ end
     warn("Instability detected. Aborting")
     @sde_postamble
   end
+  sqdt = sqrt(dt)
 end
 
 @def sde_savevalues begin