Just take drift $F_1$ with probability $\lambda$ and drift $F_2$ w.p $(1-\lambda)$. If you want an explicit probabilistic description in terms of the drifts $F_1,F_2$, just enlarge the probability space to support an independent Bernoulli $B$ of parameter $\lambda$ and set the drift $F=BF_1+(1−B)F_2$.
ofer zeitouni
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