“…As we know, fractional differential equations are highly effective mathematical tools to describe the complex behaviors and phenomena of memory processes [1,10,15,35], it also can effectively characterize the ubiquitous power-law phenomena [36]. Many theoretical analysis and numerical methods are developed for fractional differential equations, see the literatures [9,10,12,[16][17][18][19][20][21][22][25][26][27][28][29][30][31][32][33][34][35] and the references therein. On the other hand, stochastic perturbations are coming from many natural sources in the practically physical system, they can not be ignored and the presence of noises might give rise to some statistical features and important phenomena, then the stochastic differential equations are produced, which are more realistic mathematical model of the real-world situations [8].…”