What you need to know here is that the nodes you are interested in are the F/RM elements, and the F/text() elements.
So given that, then some sample templates you might want to use would look like this:
Code:
<xsl:template match="F/text()">
<i><xsl:value-of select="."/></i>
</xsl:template>
<xsl:template match="F/RM">
<xsl:value-of select="."/>
</xsl:template>
Then you could use a simple template to map the SUP element to itself (also called the identity template) and map the F to the <p> element, and call xsl:apply-templates on its inner elements.