Existence and Stability of Ulam–Hyers for Neutral Stochastic Functional Differential Equations

Abstract

AbstractThe primary aim of this paper is to focus on the stability analysis of an advanced neural stochastic functional differential equation with finite delay driven by a fractional Brownian motion in a Hilbert space. We examine the existence and uniqueness of mild solution of $$ {\textrm{d}}\left[ {x}_{a}(s) + {\mathfrak {g}}(s, {x}_{a}(s - \omega (s)))\right] =\left[ {\mathfrak {I}}{x}_a(s) + {\mathfrak {f}}(s, {x}_a(s -\varrho (s)))\right] {\textrm{d}}s + \varsigma (s){\textrm{d}}\varpi ^{{\mathbb {H}}}(s),$$ d x a ( s ) + g ( s , x a ( s - ω ( s ) ) ) = I x a ( s ) + f ( s , x a ( s - ϱ ( s ) ) ) d s + ς ( s ) d ϖ H ( s ) , $$0\le s\le {\mathcal {T}}$$ 0 ≤ s ≤ T , $${x}_a(s) = \zeta (s),\ -\rho \le s\le 0. $$ x a ( s ) = ζ ( s ) , - ρ ≤ s ≤ 0 . The main goal of this paper is to investigate the Ulam–Hyers stability of the considered equation. We have also provided numerical examples to illustrate the obtained results. This article also discusses the Euler–Maruyama numerical method through two examples.