I'm reading an introduction to Stochastic Calculus. I'm at the point where Ito integrals are developed and constrasted with the Stratonovich integral.
Below is a calculation of $\int_0^T W_t d W_t$.
How do I get from the first equation to the second? I presume ms-lim means $L^2$-limit, but even so, I can't seem to make sense of what the author's doing. I have other references for this integral, but I would like to understand this particular proof.
$W_t$ is a Wiener process and equation (4.29) just says:
$$ \mathbb{E}[(W_s-W_t)^2] = |s - t| $$
