Stochastic integration by parts

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My professor asserts enter image description here

However, Oksendal asserts in his textbook: $X_{t} Y_{t}-X_{0} Y_{0}=\int_{0}^{t} X_{s} d Y_{s}+\int_{0}^{t} Y_{s} d X_{s}+\int_{0}^{t}dXdY$

These are not equivalent - consider $e^{t/2}W_{t}$ for standard brownian motion $W_{t}$ - the "$g_{t}dW_{t}$" term for $e^{t/2}$ is such that $g_{t}=0$.

Is my professor's version incorrect?