1. 1.On page 1, Refs. [3,4] should be corrected as Refs. [3,14], Refs. [3,4,7,8] should be Refs. [2,3,14,15], and at the end of page 1, Ref. [6] should be Ref. [13].
  2. 2.I would like to claim that a generalization of Theorem 1.1, the Corollary 1.1 on page 2 is due to Dung, N. T., 2008, “A Class of Fractional Stochastic Differential Equations,” Vietnam J. Math., 36(3) pp. 271-279. Also, I would like to thank N. T. Dung for his help in improving the paper.
  3. 3.The formulas (52), (54), and (55) should be corrected asDisplay Formula
    (52)E(B2)=E0t[σ(s,Xs)-σ(s,Xsɛ)]2d[Bɛ,Bɛ]s0tσ(s,Xs)-σ(s,Xsɛ)22(s2+ɛ2)ds2K2(ɛ2+T2)0tXs-Xsɛ2ds
    Display Formula
    (54)Xt-Xtɛ23γ(ɛ)+3K2(T+2ɛ2+2T2)0tXs-Xsɛ2ds
    Display Formula
    (55)sup0tTXt-Xtɛ23γ(ɛ)exp[3K2(2T2+T+2ɛ2)T]0