On the Rate of Convergence of Weak Euler Approximation for Nondegenerate   SDEs Driven by Levy Processes
  The paper studies the rate of convergence of the weak Euler approximation for solutions to SDEs driven by Levy processes, with Hoelder-continuous coefficients. It investigates the dependence of the rate on the regularity of coefficients and driving processes. The equation considered has a non-degenerate main part driven by a spherically-symmetric stable process. 
R. Mikulevicius and C. Zhang
math.PR