How do i differentiate the following stochatic integral?
$$\frac {d}{dW_t} \int_{0}^t \frac{1}{1-u} dW_u$$
My guess is
$$\frac {d}{dW_t} \int_{0}^t \frac{1}{1-u} dW_u = \left.\frac {1}{1-u} \right\vert_{u=0}^{u=t}=\frac {1}{1-t} - 1$$
but ive seen it solved without the lower limit and just be
$$\frac {d}{dW_t} \int_{0}^t \frac{1}{1-u} dW_u = \frac {1} {1-t}$$
Well if you do the standard FTC you would just get the upper limit, so this makes intuitive sense.