Question: theres something missing in the proof Im looking at on another website. it proves that g'(t) = [W'(t)-W(t)tra(A(t)]e^[(from t_0 to t) tr(A(s)) ds] and g(t_0)=W(t_0)

theres something missing in the proof Im looking at on another website. it proves that g'(t) = [W'(t)-W(t)tra(A(t)]e^[(from t_0 to t) tr(A(s)) ds] and g(t_0)=W(t_0) but i cant see how to link these together to get that W(t) = W(t_0) * e^[(from t_0 to t) tr(A(s)) ds]

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