Well-Posedness and Hyers–Ulam Stability of Fractional Stochastic Delay Systems Governed by the Rosenblatt Process

Abstract

Under the effect of the Rosenblatt process, the well-posedness and Hyers–Ulam stability of nonlinear fractional stochastic delay systems are considered. First, depending on fixed-point theory, the existence and uniqueness of solutions are proven. Next, utilizing the delayed Mittag–Leffler matrix functions and Grönwall’s inequality, sufficient criteria for Hyers–Ulam stability are established. Ultimately, an example is presented to demonstrate the effectiveness of the obtained findings.