Obc fractional order stochastic differential equation driven by l'evy noise

Abstract

In this article, we consider a class of stochastic fractional differential equations (SFDEs) driven by L'evy noise in the sense of a newly defined OBC-fractional derivative. This is a generalized Caputo type fractional derivative introduced recently by Zaid Odibat and Dumitru Baleanu. Under some suitable sufficient conditions, we have employed fixed point theorem to obtain existence and uniqueness results for the considered equation. We have also presented anexample which illustrates the applicability of our obtained results.