An Euler's type method with the equidistant step size is proposed for a class of time-changed stochastic differential equations driven by the multiplicative noise and the strong convergence rate that is related to the parameter of the time changing process is obtained. Such a observation of the convergence rate is significantly different from those existing results that employ methods with the random step size. Numerical simulations are provided to demonstrate the theoretical results.

翻译：暂无翻译