Abstract. We consider one-dimensional stochastic differential equations in the particular case of diffusion coefficient functions of the form |x| α , α ∈ [1/2, 1). In that case, we study the rate of convergence of a symmetrized version of the Euler scheme. This symmetrized version is easy to simulate on a computer. We prove its strong convergence and obtain the same rate of convergence as when the coefficients are Lipschitz.Mathematics Subject Classification. 65C30, 60H35, 65C20.