I'm trying to get the Expected Value but I feel like I'm doing this wrong...
When I solved the SDE I got $\int W(t)dW(t)=(W^{2}(t)/2)-t/2$ I've Assumed the first bit =0 and so then I'm trying $0=E[(W^{2}(t)/2)-t/2]$ $0=E[(W^{2}(t)/2)]-E[t/2]$ but I dont think this is correct. The original eq. was $X_t^{2}$