in fact，t is fixed here，S(t) = t * Z(t), just use Ito formula

好难啊                  

这个章节有点坑爹，要考试了。。。

悬赏！

I think it is quite straightforward:

the first integral is:

t(Z(t+h)-Z(t) as h->0 it is by definition tdZ(t)

the second one is

hZ(t+h), as h->0 it is by definition Z(t)dt

if you don't trust me on the second integral, you can use definition: something like ΔsΣΔZ， and try to use the property of summation and the definition of integral as you have learned in the calculus class.

best,