Differentiating Stochastic Integral

Question

I was wondering how to write the following integral in differential form: $$\int^t_0 f(s,t)dW_s$$ where $W_s$ is a standard Brownian Motion. In my understanding, if $f(s,t)$ can be written as $f(s)g(t)$, we can take $g(t)$ out of the integral and apply Ito's Lemma. However, if we are unable to separate the functional form of $f(s,t)$, how can I differentiate the integral? Thanks for your help!