STRATONOVICH STOCHASTIC DIFFERENTIAL-EQUATIONS DRIVEN BY GENERAL SEMIMARTINGALES

We investigate stochastic differential equations driven by semimarting ales with jumps. These are interpreted as Stratonovich type equations, with the ''integrals'' being of the kind introduced by S. Marcus, rat her than the more well known type proposed by P. A. Meyer, We establis h existence and uniqueness of solutions; we show the flows are diffeom orphisms when the coefficients are smooth (not the case for Meyer-Stra tonovich differentials); we establish strong Markov properties; and we prove a ''Wong-Zakai'' type weak convergence result when the approxim ating differentials are smooth and continuous even though the limits a re discontinuous.