The truncated Euler-Maruyama (EM) method is proposed to approximate a class of non-autonomous stochastic differential equations (SDEs) with the H\"older continuity in the temporal variable and the super-linear growth in the state variable. The strong convergence with the convergence rate is proved. Moreover, the strong convergence of the truncated EM method for a class of highly non-linear time-changed SDEs is studied.

中文翻译：

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经典和时变非自治随机微分方程的截断 Euler-Maruyama 方法

提出了截断Euler-Maruyama(EM)方法来逼近一类具有时间变量中的H"older连续性和状态变量中的超线性增长的非自治随机微分方程(SDEs)。强收敛性证明了收敛速度，并且研究了截断EM方法对一类高度非线性时变SDEs的强收敛性。