Abstract:An Euler-type framework with equidistant step sizes is proposed for a class of time-changed stochastic differential this http URL establish the strong convergence rate of the standard Euler--Maruyama method under the global Lipschitz this http URL theoretical analysis is then extended to the truncated Euler--Maruyama method, proving its strong convergence under relaxed Khasminskii-type this http URL suitable conditions, the strong convergence orders are explicitly shown to be close to $\alpha/2$, where $\alpha \in (0,1)$ is the parameter of the time-change this http URL results are significantly different from existing works using random step sizes, which typically preserve the classical convergence order of $1/2$.Numerical simulations are provided to demonstrate the theoretical findings.
From: Ruchun Zuo [view email]
[v1]
Sat, 18 Oct 2025 08:32:16 UTC (787 KB)
[v2]
Thu, 23 Oct 2025 08:34:52 UTC (256 KB)
[v3]
Wed, 11 Mar 2026 12:28:53 UTC (391 KB)
[v4]
Fri, 24 Jul 2026 10:20:48 UTC (392 KB)
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