This is the integration $$\int_0^t {\tau\ dW(\tau)}$$ where $W(t)$ is Wiener Process.
I've check using wolfram mathematica that the solution is $$\frac{t}{\sqrt{3}} W(t)$$ But, I completely don't know why. I'm new in SDE.
The clue from the problem is you have to use Ito's lemma by define $G(t,X)=tX$ when $X(t)=W(t)$. But, when I try it, the solution is: $$(t-1)W(t)$$
Could you help me? How to solve it?