I want to show that following statement is true by using Ito's lemma to solve stochastic integrals:
I define the functions in Ito's model: a()=0, b()= (2wt-2)^2. f(t)=Integrate[(2wt-2)^2]
Then df=(b^2/2)(d^2/dwt^2)+(bdf/dst). But it doesn’t add up. How do I show it by using Ito's lemma?