Strong Convergence of Fully Discrete Tamed Euler Approximations for Time-Changed Stochastic Delay Differential Equations
We establish the strong convergence of a fully discrete equidistant tamed Euler--Maruyama (ETEM) method for time-changed stochastic delay differential equations (TCSDDEs) with state-dependent $\mathrm{d}t$ drifts. A coupled one-sided condition on the subordinator-driven drift and diffusion allows superlinear coefficien...