Hey guys...trying to practice some SDEs for an upcoming exam. Can't seem to get these.

$\displaystyle dX_t = -\alpha X_tdt + \sigma dB_t; X_0 = 1$

Which one of Ito's rule would be best here? I just can't seem to solve it.

$\displaystyle dX_t = -t X_tdt + e^{t^2/2}dB_t; X_0=1; X_0=x_0$

Don't even know how to start this one...

Any help is appreciated! Thanks.