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

Abstract

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