Please solve both parts (a) and (b), and showing by steps

Problem 1. (20p) Let (0. F. P) be a probability space and let {W, : 2 0) be a standard Wiener process. The following two stochastic Ito integrals with respect to a standard Wiener process can be defined as 1-1 adWa = lim (Wat - We) 1-0 waw, = lim )Wa(WAH - WG) 1-0 where to = it, 0=by (Why - Wa) =0 and lirn SWal(Wit - Wa)? - (to1 - 4)] = 0. 1-D