Step 1: Concept
Use the substitution method and integration by parts.
Step 2: Analysis
Let $x^{2} = t$, then $2x\,dx = dt$. The integral becomes $\frac{1}{2} \int t \cdot f(t) \, dt$.
Step 3: Evaluation
Apply integration by parts on $\int t \cdot f(t) \, dt$:
$\int t \cdot f(t) \, dt = t \cdot F(t) - \int F(t) \, dt$.
Step 4: Conclusion
Substituting back $t = x^2$ gives $\frac{1}{2} [x^2 F(x^2) - \int F(x^2) \, d(x^2)]$.
Final Answer: (b)