@article{AIHPB_2005__41_3_523_0,
     author = {Jacod, Jean and Kurtz, Thomas G. and M\'el\'eard, Sylvie and Protter, Philip},
     title = {The approximate {Euler} method for {L\'evy} driven stochastic differential equations},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {523--558},
     publisher = {Elsevier},
     volume = {41},
     number = {3},
     year = {2005},
     doi = {10.1016/j.anihpb.2004.01.007},
     mrnumber = {2139032},
     zbl = {1071.60046},
     language = {en},
     url = {http://www.numdam.org/articles/10.1016/j.anihpb.2004.01.007/}
}