Some Types of Carathéodory Scheme for Caputo Stochastic Fractional Differential Equations in Lp Spaces

In this paper, we construct Carathéodory type and exponential Carathéodory type schemes for Caputo stochastic fractional differential equations (CSFDEs) of order α∈(12,1) in Lp spaces with p≥ 2 whose coefficients satisfy a standard Lipschitz and a linear growth bound conditions. The strong convergence and the convergence rate of these schemes are also established. © 2023, Institute of Mathematics, Vietnam Academy of Science and Technology (VAST) and Springer Nature Singapore Pte Ltd.