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Research Article | Open Access

Well-posedness and stability of fractional stochastic integro-differential equations with general memory effects

Elkhateeb S. Aly1,2Muhammad Imran Liaqat3( )Saleh Alshammari4Mahmoud El-Morshedy5,6
Department of Mathematics, College of Science, Jazan University, P.O. Box 114, Jazan 45142, Saudi Arabia
Nanotechnology Research Unit, College of Science, Jazan University, P.O. Box 114, Jazan 45142, Saudi Arabia
Abdus Salam School of Mathematical Sciences, Government College University, 68-B, New MuslimTown, Lahore 54600, Pakistan
Department of Mathematics College of Science University of Hail Hail 2240, Saudi Arabia
Department of Mathematics, College of Science and Humanities in Al-Kharj, Prince Sattam bin Abdulaziz University, Al-Kharj 11942, Saudi Arabia
Department of Mathematics, Faculty of Science, Mansoura University, Mansoura 35516, Egypt
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Abstract

Most existing research on well-posedness and stability has focused on fractional stochastic differential equations, with relatively fewer studies addressing fractional stochastic integro-differential equations (FSIDEs). In this work, we address this gap by establishing theoretical results on the well-posedness of FSIDEs. In particular, we derive a generalized Grönwall inequality and present results on Ulam-Hyers stability (UHS). Moreover, we extend existing findings by incorporating both the Φ-Caputo fractional derivative and the p th moment, thereby unifying and generalizing current results in the literature.

CLC number: 34A07, 34A08, 60G22

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AIMS Mathematics
Pages 22265-22293

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Cite this article:
Aly ES, Liaqat MI, Alshammari S, et al. Well-posedness and stability of fractional stochastic integro-differential equations with general memory effects. AIMS Mathematics, 2025, 10(9): 22265-22293. https://doi.org/10.3934/math.2025992

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Received: 17 July 2025
Revised: 10 September 2025
Accepted: 16 September 2025
Published: 26 September 2025
©2025 the Author(s), licensee AIMS Press.

This is an open access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0)