Let $W_t$ be a Brownian motion and $X_t=\frac{tW_t}{e^{W_t}}$. Applying Itô's Lemma gives
$X_t=\int_0^ts\frac{1-W_s}{e^{W_s}}dW_s+\int_0^t\frac{W_s}{e^{W_s}}ds+\frac{1}{2}\int_0^ts\frac{W_s-2}{e^{W_s}}ds$, but that doesn't seem too helpful to me.
Let $W_t$ be a Brownian motion and $X_t=\frac{tW_t}{e^{W_t}}$. Applying Itô's Lemma gives
$X_t=\int_0^ts\frac{1-W_s}{e^{W_s}}dW_s+\int_0^t\frac{W_s}{e^{W_s}}ds+\frac{1}{2}\int_0^ts\frac{W_s-2}{e^{W_s}}ds$, but that doesn't seem too helpful to me.
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