dx(t) = p(t) dt

dp(t) = DV(x(t)) dt − Dc(x(t)) dz(t)

where z(t) is a d-dimensional Levy process, dz(t) is an Ito differential, c is a C²(R^d, R^d) function and V a non-negative C²(R^d, R) function (with x-derivatives denoted by Dc and DV).

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