Existence and uniqueness results for a class of fractional stochastic neutral differential equations

In this paper, we investigate new results on the existence and uniqueness of mild solutions to stochastic neutral differential equations involving Caputo fractional time derivative operator with Lipschitz coefficients and under some Carathéodory-type conditions on the coefficients through the Picard approximation technique. To do so, we derive a stochastic version of variation of constants formula for Caputo fractional differential systems whose...