@Article{JCM-43-1194,
author = {Li , XiaotongLiu , Wei and Tang , Tianjiao},
title = {Truncated Euler-Maruyama Method for Time-Changed Stochastic Differential Equations with Super-Linear State Variables and Hölder’s Continuous Time Variables},
journal = {Journal of Computational Mathematics},
year = {2025},
volume = {43},
number = {5},
pages = {1194--1218},
abstract = {<p style="text-align: justify;">An explicit numerical method is developed for a class of non-autonomous time-changed
stochastic differential equations, whose coefficients obey Hölder’s continuity in terms of the
time variables and are allowed to grow super-linearly in terms of the state variables. The
strong convergence of the method in the finite time interval is proved and the convergence
rate is obtained. Numerical simulations are provided.</p>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.2411-m2022-0061},
url = {http://global-sci.org/intro/article_detail/jcm/24477.html}
}