I found the following integral
$\int_{0}^1 B_t t^{-1}dt,$
where $B_t$ is a standard Brownian motion. Using Ito formula with $f(t,x)=x\log(t)$ I achieved
$$0=\log(1)B_1=\int_{0}^1 B_s s^{-1}ds +\int_{0}^1 \log(s)dB_s,$$
and further by properties of the stochastic integral $\int_{0}^1 \log(s)dB_s\sim N(0,\sigma^2)$, where
$\sigma^2=\int_0^1\log^2(s)ds=2$
So the above r.v. $\int_{0}^1 B_t t^{-1}dt$ is $N(0,2)$ distributed. Is this right? Is there any problem concerning the definition of $\int_{0}^1 B_t t^{-1}dt$? I mean $B_t t^{-1}\sim N(0,t^{-1})$ and the variance goes to infinity.