I have the following Ito Integral
$$\begin{align}\int_{0}^{t}B_se^{-\sigma B_S}dB_s&& \end{align} $$
Here, $\sigma \gt 0$.
Can someone please show me how to compute this Ito integral? Thanks much!
2026-03-27 00:10:30.1774570230
Computation of an Ito Integral
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