Existence and stability results for caputo fractional stochastic differential equations with Lévy noise


P Umamaheswari, K Balachandran, N Annapoorani




In this paper, the existence of solution of stochastic fractional differential equations with Lévy noise is established by the Picard-Lindeï of successive approximation scheme. The stability of nonlinear stochastic fractional dynamical system with Lévy noise is obtained using Mittag Leffler function. Examples are provided to illustrate the theory.