### Path-wise solutions of stochastic differential equations driven by Lévy processes.

In this paper we show that a path-wise solution to the following integral equation
Y_{t} = ∫_{0}
^{t} f(Y_{t}) dX_{t}, Y_{0} = a ∈ R^{d},
exists under the assumption that X_{t} is a Lévy process of finite p-variation for some p ≥ 1 and that f is an α-Lipschitz function for some α > p. We...