no. 3
The approximate Euler method for Lévy driven stochastic differential equations
Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 3, pp. 523-558 
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     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},
     year = {2005},
     publisher = {Elsevier},
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     doi = {10.1016/j.anihpb.2004.01.007},
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}
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Jacod, Jean; Kurtz, Thomas G.; Méléard, Sylvie; Protter, Philip. The approximate Euler method for Lévy driven stochastic differential equations. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 3, pp. 523-558. doi: 10.1016/j.anihpb.2004.01.007

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