✓ Mathematica : cpu = 0.264115 (sec), leaf count = 34
DSolve[a*y[x]*Derivative[1][y][x] - 2*x*Derivative[1][y][x]^2 + x*y[x]*Derivative[2][y][x] == 0,y[x],x]
✓ Maple : cpu = 0.044 (sec), leaf count = 27
dsolve(x*y(x)*diff(diff(y(x),x),x)-2*x*diff(y(x),x)^2+a*y(x)*diff(y(x),x)=0,y(x))