no. 2
Stratonovich stochastic differential equations driven by general semimartingales
Annales de l'I.H.P. Probabilités et statistiques, Tome 31 (1995) no. 2, pp. 351-377 
@article{AIHPB_1995__31_2_351_0,
     author = {Kurtz, Thomas G. and Pardoux, \'Etienne and Protter, Philip},
     title = {Stratonovich stochastic differential equations driven by general semimartingales},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {351--377},
     year = {1995},
     publisher = {Gauthier-Villars},
     volume = {31},
     number = {2},
     mrnumber = {1324812},
     zbl = {0823.60046},
     language = {en},
     url = {https://www.numdam.org/item/AIHPB_1995__31_2_351_0/}
}
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Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip. Stratonovich stochastic differential equations driven by general semimartingales. Annales de l'I.H.P. Probabilités et statistiques, Tome 31 (1995) no. 2, pp. 351-377. https://www.numdam.org/item/AIHPB_1995__31_2_351_0/

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