Finite-Time Stability for a Class of Fractional Itô–Doob Stochastic Time Delayed Systems

This paper addresses the finite-time stability of a class of fractional Itô–Doob stochastic systems with time delays. Novel stability criteria are established using a combination of Gronwall-type, Hölder’s, and Burkholder–Davis–Gundy (BDG) inequalities, thereby generalizing classical integer-order stability theory to the fractional domain. Furthermore, the analysis uniquely integrates stochastic perturbations and time delays, providing a comprehensive framework for systems exhibiting both memory and randomness. The effectiveness of the proposed approach is demonstrated through a numerical example of a three-dimensional stochastic delayed system with fractional dynamics.