  We prove strong convergence of order $1/4-\epsilon$ for arbitrarily small
$\epsilon>0$ of the Euler-Maruyama method for multidimensional stochastic
differential equations (SDEs) with discontinuous drift and degenerate diffusion
coefficient. The proof is based on estimating the difference between the
Euler-Maruyama scheme and another numerical method, which is constructed by
applying the Euler-Maruyama scheme to a transformation of the SDE we aim to
solve.
