Existence and Stability Results of Fractional Stochastic Differential Equations with Lévy Noise

Abstract

The aim of this work is to study that the existence of solution of stochastic fractional di§eren- tial equations with LÈvy noise is established by the Picard-Lindelˆf successive approximation scheme. The stability of nonlinear stochastic fractional dynamical system with LÈvy noise is obtained using Mittag Le≠ er function. Examples are provided to illustrate the theory.