Paper Title: EXISTENCE AND STABILITY RESULTS FOR CAPUTO FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH L´EVY NOISE
Author:
Mahavir Singh¹, Dr. Saugat ²
¹Research Scholar, Department of Mathematics, CMJ University, Meghalaya.
²Assistant Professor, Department of Mathematics, CMJ University, Meghalaya.
DOI Link (Crossref) Prefix: https://doi.org/10.63431/AIJITR/3.II.2026.145-156
AIJITR, Volume 3, Issue –II, March - April, 2026,
PP.145-156
Received on 30th March, 2026 & Accepted on 16th April, 2026,
Published: 30th April, 2026
Abstract:
In this paper, the existence of solution of stochastic fractional differential equations with Levy ´ noise is established by the Picard-Lindel of successive approximation scheme. The stability of nonlinear ¨ stochastic fractional dynamical system with Levy noise is obtained using Mittag Leffler function. Examples are provided to illustrate the theory.
Keywords:Picard-Lindel , Leffler function, Stochastic
DOI Link – https://doi.org/10.63431/AIJITR/3.II.2026.145-156
Review By – Dr. Chandan Adhikary and Dr. Prof. Dr. Shishir Kumar Bej