Please show step by step...thanks

Wt In applying the heat equation method to the Ito integral to w? +1 -dWt, the equation obtained upon substituting into the heat equation can be expressed as... (Note: The answer choices use notation identical to notation used in class. Ignore the fact that the resulting differential equation has no solution.) Given Answer: 1 1-x2 + 0 2 (2+1) Correct Answer: 1 1-x2 + = 0 2 (x2 + 1)2 Wt In applying the heat equation method to the Ito integral to w? +1 -dWt, the equation obtained upon substituting into the heat equation can be expressed as... (Note: The answer choices use notation identical to notation used in class. Ignore the fact that the resulting differential equation has no solution.) Given Answer: 1 1-x2 + 0 2 (2+1) Correct Answer: 1 1-x2 + = 0 2 (x2 + 1)2