I have the following quantity: $$ g(t)=(f(t))^{M_{t}}, $$ where $M_{t}$ is a jump process which is 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.