In this study, we explore the Caputo-type fractional stochastic differential equations (FSDEs) with delays. Firstly, the existence and uniqueness of the solutions for the considered system are obtained under the non-Lipschitz condition by using the Caratheodory approximation method with the aid of Fatous Lemma, Ito isometry, Cauchy-Schwarz inequality, and Gronwall's inequality. Secondly, we study the Ulam-Hyers (U-H) stability of the addressed equations with the aid of the Cauchy-Schwarz inequality and Gronwall's inequality. Finally, an example with numerical simulation is presented to support the validity of our theory.
机构:
Guizhou Univ, Dept Math, Guiyang 550025, Peoples R ChinaGuizhou Univ, Dept Math, Guiyang 550025, Peoples R China
Tang, Pusen
Chen, Lin
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机构:
Guizhou Univ, Dept Math, Guiyang 550025, Peoples R China
Changshu Inst Technol, Dept Math & Stat, Suzhou 215000, Peoples R ChinaGuizhou Univ, Dept Math, Guiyang 550025, Peoples R China
Chen, Lin
Gao, Dongdong
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Tongling Univ, Dept Math & Comp Sci, Tongling 244000, Peoples R ChinaGuizhou Univ, Dept Math, Guiyang 550025, Peoples R China
Gao, Dongdong
[J].
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND PHYSIK,
2024,
75
(04):