$Z(t) = \int_0^t g(s)\,dW(s)$, where $g$ is an adapted stochastic process.
Find $dZ$ ?
$Z(t) = \int_0^t g(s)\,dW(s)$, where $g$ is an adapted stochastic process.
Find $dZ$ ?
$d Z_t = g(t) d W_t$. If you have problems with this, you should redo basics of stochastic calculus and Brownian motion.