The rates of strong convergence for various approximation schemes are investigated for a class of stochastic differential equations (SDEs) which involve a random time change given by an inverse subordinator. SDEs to be considered are unique in two different aspects: (i) they contain two drift terms, one driven by the random time change and the other driven by a regular, non-random time variable; (ii) the standard Lipschitz assumption is replaced by that with a time-varying Lipschitz bound. The difficulty imposed by the first aspect is overcome via an approach that is significantly different from a well-known method based on the so-called duality principle. On the other hand, the second aspect requires the establishment of a criterion for the existence of exponential moments of functions of the random time change.

针对一类随机微分方程（SDE），研究了各种近似方案的强收敛速度，这些随机微分方程包含一个逆从属者给出的随机时间变化。要考虑的SDE在两个不同方面是唯一的：（i）它们包含两个漂移项，一个由随机时间变化驱动，另一个由规则的非随机时间变量驱动；（ii）将标准Lipschitz假设替换为时变Lipschitz界。通过与基于所谓的对偶原理的公知方法明显不同的方法，克服了第一方面带来的困难。另一方面，第二方面要求为随机时间变化的函数的指数矩的存在建立标准。