I recently learnt Ito's lemma but I am slightly confused when using it. I would appreciate any worked answers for the following problem:
Determine $$d\left(\frac{1}{t} \int_{0}^{t} W_u \, du\right)$$ where $W_u$ is the Brownian motion.
I have Ito's lemma $df(t,X_t) = \partial_tf(t,X_t)dt + \partial_xf(t,X_t)dx + \frac{1}{2}\partial^2_xf(t,X_t)(dX_t)^2$
I would set $\frac{1}{t}$ in my question as the term $t$ in Ito's lemma and $\int_{0}^{t} W_u \,du$ as $X_t$
For instance what is $\partial^2_x(\int_{0}^{t}W_u\,du)$?
Thank you for reading.