An explicit numerical method is developed for a class of time-changed stochastic differential equations, whose the coefficients obey H\"older's continuity in terms of the time variable and are allowed to grow super-linearly in terms of the state variable. The strong convergence of the method in a finite time interval is proved and the convergence rate is obtained. Numerical simulations are provided, which are in line with those theoretical results.

翻译：为经过时间变化的随机差异方程式类别开发了明确的数字方法,其系数在时间变量方面符合H\“老者”的连续性,并允许在状态变量方面出现超线性增长。该方法在一定时间间隔内的高度趋同得到了证明,并获得了趋同率。提供了与这些理论结果相一致的数字模拟。