Qualitative analysis of a neutral fractional stochastic differential equation with G-Lévy noise
This paper investigates the existence and uniqueness of solutions to Caputo-type neutral fractional stochastic differential equations driven by multiplicative and fractional noises within the framework of the G-Lévy process, where the Hurst index satisfies H ∈ (1/2, 1). The analysis employs Cauchy’s inequality and Gron...