<i>h</i> -stability of fractional stochastic functional differential equations driven by Lévy process

Abstract In this paper, we investigate a class of Riemann–Liouville-type fractional stochastic functional differential equations driven by Lévy noise. By using Itô formula for the considered equation and using the Lyapunov technique, some sufficient conditions ensuring that the solutions of the considered equations are h -stable in p -th moment sense are obtained. Furthermore, by using a novel approach, some new and exhibit criteria for the h -stability for the considered equations are obtained. Finally, two examples are provided to illustrate the effectiveness of our main results.