Semi-implicit EM method converges strongly for time-changed SDEs with super-linear drift under global Lipschitz diffusion and preserves mean-square polynomial stability when the Bernstein function is regularly varying at zero.
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Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations
Semi-implicit EM method converges strongly for time-changed SDEs with super-linear drift under global Lipschitz diffusion and preserves mean-square polynomial stability when the Bernstein function is regularly varying at zero.