  We present an It\^o formula for the $L_p$-norm of jump processes having
stochastic differentials in $L_p$-spaces. The main results extend well-known
theorems of Krylov to the case of processes with jumps, and which can be used
to prove existence and uniqueness theorems in $L_p$-spaces for SPDEs driven by
L\'evy processes.

Probability