Official solution
\[F\left( t \right) = \int\limits_0^t {f\left( {t - y} \right)g\left( y \right)} dy\]
\[ = \int\limits_0^t {{e^{t - y}}} ydy = {e^t}\int\limits_0^t {{e^{ - y}}} \,ydy\]
\[ = {e^t}\left[ { - y{e^{ - y}} - {e^{ - y}}} \right]_0^t\]
\[ = - {e^t}\left[ {y{e^{ - y}} + {e^{ - y}}} \right]_0^t\]
\[ = - {e^t}\left[ {t\,{e^{ - t}} + {e^{ - t}} - 0 - 1} \right]\]
\[ = - {e^t}\left[ {{{t + 1 - {e^t}} \over {{e^t}}}} \right]\]
\[ = {e^t} - \left( {1 + t} \right)\]