Daoudi, OmarNaimi, ABDELLOUAHAB Supervisor2025-09-142025-09-142025https://dspace.univ-ghardaia.edu.dz/xmlui/handle/123456789/9791Functional Analysis SpecialtyIn this memoir, we have investigated solutions to stochastic fractional differential equations (SFDE), encompassing existence and uniqueness analysis. We have presented fundamental concepts of fractional calculus (fractional differentiation and integration) as well as stochastic calculus (SFDE and SDE), followed by solving a stochastic fractional differential equation.enSpecial functions, fractional calculus, Caputo, FDE, stochastic calculus, SDE, fractional stochastic differential equations (FSDE).:Fonctions spéciales, calcul fractionnaire, caputo, EDF, calcul stochastique, EDS, équations différentielles stochastiques d’ordre fractionnaire (EDFS).Thesis