Existence and Uniqueness Results for Hilfer Fractional Stochastic Differential Equation With Nondense Domain

ABSTRACT This paper presents an analysis of Hilfer fractional stochastic differential equations defined on Banach spaces, where the associated linear operators have nondense domains. The existence and uniqueness of mild solutions are established by applying the Banach fixed‐point theorem, in combination with techniques from fractional calculus and semigroup theory. To demonstrate the applicability of the theoretical results, a representative example is presented.