Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A strong and weak approximation scheme for stochastic differential
  equations driven by a time-changed Brownian motion   This paper establishes a discretization scheme for a large class of
stochastic differential equations driven by a time-changed Brownian motion with
drift, where the time change is given by a general inverse subordinator. The
scheme involves two types of errors: one generated by application of the
Euler-Maruyama scheme and the other ascribed to simulation of the inverse
subordinator. With the two errors carefully examined, the orders of strong and
weak convergence are derived. Numerical examples are attached to support the
convergence results.

14
The categories of this paper are: math-ph
32
The categories of this paper are: atom-ph
5
The categories of this paper are: gr-qc
36
The categories of this paper are: cmp-lg
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The categories of this paper are: patt-sol
27
The categories of this paper are: comp-gas
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The categories of this paper are: bayes-an
4
The categories of this paper are: cond-mat
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The categories of this paper are: funct-an
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The categories of this paper are: acc-phys
6
The categories of this paper are: astro-ph
23
The categories of this paper are: solv-int
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The categories of this paper are: q-alg
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The categories of this paper are: mtrl-th
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The categories of this paper are: hep-lat
8
The categories of this paper are: hep-ex