In this section, let d∈N and let X=(Xt)t∈[0,∞) be a Lévy process on (Ω,G,P), relative to a filtration F=(Ft)t∈[0,∞) on Ω satisfying F∞⊂G, taking values in (Rd,BRd): so X is adapted and has stationary independent increments relative to F, vanishes at…