Existence, uniqueness and continuous dependence of solution to random delay differential equation of fractional order.

In this paper, we aim to prove the existence, uniqueness of the solution to the random delay differential equation of fractional order involving the successive approximation method. Moreover, using the Gronwall inequality, we study the continuous dependence of solution in the mean square sense of the problem. Finally, the fractional ϵ-approximate solution in the mean square sense is also considered. [ABSTRACT FROM AUTHOR]