Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift

This study focuses on approximating solutions to SDEs driven by Lévy processes with Hölder continuous drifts using the Euler-Maruyama scheme. We derive the $L^p$-error for a broad range of driven noises, including all nondegenerate $\alpha$-stable processes ($0<\alpha <2$).