“…However, these studies verified the unconditional convergence of second‐order finite difference schemes often restrict diffusion coefficients positively bounded and relied on the spatial variable x . Besides, other numerical treatments including the Chebyshev‐tau, finite volume and finite element methods are proposed to solve the SFDEs with variable coefficients, refer, for example, to [6, 9, 19, 33–35, 42, 45] for details.…”