Took a long time, but here it is:
I_n = {I: 0->a} (a^2 - x^2)^n dx
= a^2 * {I: 0->a}(a^2 - x^2)^(n-1) dx - {I: 0->a}x^2 * (a^2 - x^2)^(n-1) dx (*)
Now, integrating by parts: {I: 0->a}x^2 * (a^2 - x^2)^(n-1) dx
= (-x/2n)(a^2 - x^2)^n |(0->a) + {I: 0->a}(1/2n)(a^2 - x^2)^n
= 0 + (1/2n)I_n
So, back to (*)
I_n = (a^2)I_(n-1) - (1/2n)I_n
(2n+1)/(2n)I_n = (a^2)I_(n-1)
I_n = 2na^2/(2n+1) I_(n-1)