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Generalized Ito's lemma

I have the following quantity:

$$ g(t)=(f(t))^{M_{t}}, $$

where $M_{t}$ is a jump process neither Markovian nor Levy and $f(t)$ is a positive, increasing but limited, right-continuous function.

How can I differentiate $g$ with respect to $t$? Is there a kind of generalized Ito's lemma?

Thanks in advance.

axl
  • 147
  • 6