Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations.

This paper studies a class of fractional stochastic delay differential equations driven by a Wiener process. The sufficient conditions for the existence and uniqueness of the solution of fractional stochastic delay differential equations are obtained by means of the Picard iteration method. Moreover, the upper bound of the error using the Picard approximation is estimated. Numerical examples illustrate the theoretical results. [ABSTRACT FROM AUTHOR]