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Euler-Maruyama method is studied to approximate stochastic differentialequations driven by the symmetric $\alpha$-stable additive noise with the$\beta$ H\"older continuous drift coefficient. When $\alpha \in (1,2)$ and$\beta \in (0,\alpha/2)$, for $p \in (0,2]$ the $L^p$ strong convergence rateis proved to be $p\beta/\alpha$. The proofs in this paper are extensively basedon H\"older's and Bihari's inequalities, which is significantly different fromthose in Huang and Liao (2018).

Strong convergence rate of Euler-Maruyama method for stochastic  differential equations with H\"older continuous drift coefficient driven by  symmetric $\alpha$-stable process