Evaluating a stochastic integral

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I am currently trying to integrate the stochastic integral $\int_0^te^{\theta s}dW(s)$. My approach is to basically apply ito's lemma. If $ F(X(t), t) =e^{\theta t} X(t)$ where $dX(t)=dW(t)\,\,with\,\,\mu=0,\,\,\sigma=1$,

Then $$ dF(X(t),t)=\theta e^{\theta t} X(t)\,dt \,+\,e^{\theta t}\,dW(t) $$

And we can then integrate both the LHS and the RHS, my result was
$$ e^{\theta t} X(t)=\int_0^t \theta e^{\theta s} X(s)\,ds \,+\,\int_0^t e^{\theta s}\,dW(s) $$

However if we rearrange them

$$ \int_0^t e^{\theta s}\,dW(s)=e^{\theta t}X(t)\,-\,\theta\int_0^t e^{\theta s} X(s)\,ds $$

In this case, the RHS seem to cancel out and equate to zero, I am just curious at which step did I go wrong?