Existence and uniqueness of solutions to stochastic fractional differential equations in multiple time scales

A novel class of nonlinear stochastic fractional differential equations with delay and the Jumarie and Ito differentials is introduced in the paper. The aim of the study is to prove existence and uniqueness of solutions to these equations. The main results of the paper generalise some previous findings made for the non-delay and three-scale equations under additional restrictions on the fractional order of the Jumarie differentials, which are removed in our analysis. The techniques used in the paper are based on the properties of the singular integral operators in specially designed spaces of stochastic processes, the representation of delay equations as functional differential equations as well as Picard’s iterative method.