  In this article, we consider a jump diffusion process (X_t)observed at
discrete times t=0,Delta,...,nDelta. The sampling interval Delta tends to 0 and
nDelta tends to infinity. We assume that (X_t) is ergodic, strictly stationary
and exponentially \beta-mixing. We use a penalized least-square approach to
compute two adaptive estimators of the drift function b. We provide bounds for
the risks of the two estimators.
