Existence and Uniqueness of Solutions to Time-Delays Stochastic Fractional Differential Equations with Non-Lipschitz Coefficients

Abstract

In this paper, we consider the existence and uniqueness of solutions to time-varying delays stochastic fractional differential equations (SFDEs) with non-Lipschitz coefficients. By using fractional calculus and stochastic analysis, we can obtain the existence result of solutions for stochastic fractional differential equations.