  In this article we prove the pathwise uniqueness for stochastic differential
equations in $\mR^d$ with time-dependent Sobolev drifts, and driven by
symmetric $\alpha$-stable processes provided that $\alpha\in(1,2)$ and its
spectral measure is non-degenerate. In particular, the drift is allowed to have
jump discontinuity when $\alpha\in(\frac{2d}{d+1},2)$. Our proof is based on
some estimates of Krylov's type for purely discontinuous semimartingales.
