Qualitative Analysis of Delay Stochastic Systems with Generalized Memory Effects

Fractional stochastic differential equations (FSDEs) are powerful tools for modeling real-world phenomena, as they incorporate both memory effects and stochastic noise. A central focus in their analysis is establishing the well-posedness and regularity of solutions. Moreover, the averaging principle offers a systematic approach to simplify complex dynamical systems by approximating their behavior through time-averaged models. In this paper, we develop a theoretical framework for a class of FSDEs involving the Hilfer–Katugampola derivative. Our main contributions include proving the well-posedness and regularity of solutions, establishing a generalized averaging principle, and demonstrating real-life applications solved via the Euler–Maruyama method. All numerical simulations were conducted using the Python programming language (version 3.11). These results are formulated for the P˜th moment, providing a unified analysis that extends existing findings.