Jet Set Radio isn't compatible with the Vita, there is a separate Vita version which costs separate money to purchase.
The Vita is compatible with absolutely NO PS3 games that aren't minis or PSone, not even one. There are however some developers who will give away a Vita version for free if you buy the PS3 version. This is called "cross-buy" and there aren't that many games that utilize it yet.
Here's a list which also includes some future ones: http://www.giantbomb.com/cross-buy/92-7554/games/
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to clarify any confusion. I was confused. i thought i read jet set radio was compatible with vita. So i thought the psn dl of jet set was compatible with vita. So i was wondering what other games maybe. But it was a mistake sega released a vita version of jetset