  We consider a Stochastic Differential Equation driven by a L\'evy process
whose L\'evy measure satisfy a tempered stable domination. We study how a
perturbation of the coefficients reflects on the density of the solution. We
quantify the distance between the densities in term of the proximity of the
coefficients. This extend to the stable case the works of [KKM15], where the
noise is Gaussian.
