Turk J Math

() : –
© TÜBİTAK
doi:10.3906/mat-

1 On the Caputo fractional random boundary value problem

2 Ho Vu∗
Faculty of Mathematical Economics, Ho Chi Minh University of Banking (HUB), Vietnam.
ORCID iD: https://orcid.org/ 0000-0001-7274-6096

Received: .201 • Accepted/Published Online: .201 • Final Version: ..201

3

4 Abtract : In this paper, we aim to prove the existence and uniqueness of the mean square solution to the
5 Caputo fractional random boundary value problem by using the fixed point theorems. Moreover, we introduce
6 the Ulam–Hyers stability and generalized Ulam–Hyers stability for this problem. Finally, we give an example
7 to illustrate our results.
8 Keywords: Mean square, boundary value problem, Ulam–Hyers stability, fixed point theorem.
9 2010 Mathematics Subject Classification: 34A30, 34D20

10 1. Introduction

11 As we know, fractional differential and integral equations (FD-IEs) can be used to describe them in a detailed
12 manner in many dynamic systems. The applications of the FD-IEs can be found in Physics [13] , Chemistry
13 [18], Biology [15], Engineering [20], and Economics [22]. As a result, the study of these equations has been
14 widely pursued in recent years.
15 Unfortunately, one of the limitations of FD-IEs is that they do not take into account the uncertainties that
16 are inherent in dynamic systems. Hence, the FD-IEs with random parameters or fractional random differential
17 and integral equations (R-FDIEs) have been used more recently. This leads to the development of a fractional
18 calculus that takes into account the ”randomness” of the situation. Hafiz et al. [10] are the firsts to developed the
19 mean square fractional calculus theory, which converts deterministic fractional calculus to a mean square setting.
20 Moreover, the mean square fractional integration and differentiation are presented for mean square continuous
21 second-order stochastic processes in the sense of Caputo. Then, for mean square-integrable stochastic processes,
22 Hafiz [11] investigated mean square fractional integration in the sense of Riemann-Liouville. The Caputo and
23 Riemann-Liouville fractional derivatives of the mean square-integrable stochastic processes are also studied.
In recent years, the use of fractional calculus for the mean square stochastic process for random fractional
differential equations has piqued attention of researchers For examples, Ho et al.[14] discussed the following

∗Correspondence:
vuh@buh.edu.vn
2010 AMS Mathematics Subject Classification: 34A30, 34D20

1
This work is licensed under a Creative Commons Attribution 4.0 International License.
 Ho Vu/Turk J Math

random fractional differential equation with impulsive effect

d

α
 dt Ψ(t) = F (t, Ψ(t), D Ψ(t)) , t ∈ J,



 ∆Ψ (tk ) = Ik (Ψ (tk )) , k = 1, 2, . . . , m,

Ψ(0) = Ψ0 ,


1 where the functions F, Ik satisfy some conditions. The existence and uniqueness of the mean square solution
2 for this problem by using Banach fixed point theorem and Schauder fixed point theorem are established.
Following that, applying Banach fixed point theorem, Dong et al.[4] prove the existence and uniqueness
of mean square solution for the following problem
( Rt
D0α+ Ψ(t) = F (t, Ψ(t)) + 0 G(t, s, Ψ(s))ds,
Ψ(0) = Ψ0 ,

where the functions F, G fulfill some suitable satisfying. The authors also presented the mean-square stability
for this problem in the Ulam sense. Later, El-Sayed et al.[9] prove the existence of solution of the coupled
system of random and stochastic differential equations as form:

 dΨ(t)
= F1 (t, Υ (ϕ1 (t))) , t ∈ (0, T ],
dt
 dΥ(t) = F (t, Ψ (ϕ (t))) dW (t), t ∈ (0, T ]
2 2

with the non-local boundary conditions

Z τ Z η
Ψ(0) + H1 (s, Ψ(s))dB(s) = Ψ0 , Υ(0) + H2 (s, Ψ(s))ds = Ψ0
0 0

and
Z τ Z η
Ψ(0) + Ψ1 (s, Ψ(s))dB(s) = Ψ0 , Υ(0) + H2 (s, Υ(s))ds = Υ0
0 0

where Ψ0 and Υ0 are two second-order random variables. Furthermore, the authors established sufficient
requirements for this problem solution to be unique. The unique solution’s continuing dependency on non-local
conditions was also shown. In [6], El-Sayed et al. discussed a more general class of the coupled system of random
and stochastic differential equations in El-Sayed et al.[9]. The authors considered the problem as follows:

 dΨ(t)
= G1 (t, Υ(ϕ(t))), t ∈ (0, T ]
dt
 dΥ(t) = G (t, Dα Ψ(t))) dW (t), t ∈ (0, T ]
2

with the stochastic and random integral conditions

Z τ Z η
H1 s, Dβ Ψ(s) dB(s) = Ψ0 ,


Ψ(0) + Υ(0) + H2 (s, Υ(s))ds = Υ0
0 0

3 and
Z τ Z η
Ψ(0) + H1 (s, Υ(s))dB(s) = Ψ0 , Υ(0) + H2 (s, Ψ(s))ds = Υ0
0 0

2
 Ho Vu/Turk J Math

1 where Ψ0 and Υ0 are two second-order random variables. They are demonstrated that these non-local problems
2 have mean square continuous solutions via the Schauder fixed point theorem. Additionally, the authors also
3 showed the continuing dependency on a unique solution to these problems. For more information, the reader
4 can referred to the papers [1, 2, 5, 7, 11, 17, 19, 23].
As a result of the above-mentioned papers, we will consider the Caputo fractional random boundary value
problem in the following form:

Dβ0+ X(t) = F t, X(t) ,

β ∈ (1, 2], t ∈ [0, a], (1.1)

with the boundary conditions

X(0) = 0 (1.2)

and
Z v
ρ1 Dβ0+1 X(a) + ρ2 Dβ0+2 X(a) = ξ1 X(s)ds + ξ2 . (1.3)
0


5 where Dθ0+ as in Definition 1.3 with θ ∈ β, β1 , β2 such that β1 , β2 ∈ (0, β − 1] and F : [0, a] × R → R is a
6 continuous function.
7 In this paper, we discuss the problem (1.1)–(1.3) satisfy some appropriate assumptions. Our contributions
8 are explained as follows:

9 • In section 2, we prove that the problem (1.1)-(1.3) is equivalent to the random fraction integral equation.
10 Using the fixed point theorems, we prove the existence and uniqueness of mean square solution to the
11 problem (1.1)–(1.3).

12 • In section 3, we prove that the problem (1.1)–(1.3) is Ulam–Hyers stable and generalized Ulam–Hyers
13 stable.
14 • In section 4, we give an example to illustrate our results.

15 Now, we introduce some important results on fractional calculus for the mean square stochastic process,
16 see details in [? ]. These results, we will use throughout in our papers.

The triplet (Ω, F, P) will denote a complete probability space. A random variable X(t) = X(t, ω) | t ∈

[0, a], ω ∈ Ω is called a second order random variable, if
Z
E [X (t)] :=
2
X2 dP < ∞,
Ω

17 where E [·] is the expectation operator. If X(t) is a second order random variable, then X(t) is termed a second
18 order stochastic process.
The set L2 (Ω) = X : Ω → R : E [X2 (t)] < ∞ of all the second order random variables endowed with


the norm

E [X2 (t)].
p
kX(t)k2 =

19 It is easy to see that L2 (Ω) is a Banach space.

3
 Ho Vu/Turk J Math

Let {Xm }m≥0 be a sequence in L2 (Ω) . We say that {Xm }m≥0 is converges in the mean square to
X ∈ L2 (Ω) , if

lim Xm − X 2 = 0.
m→∞

Let C := C([0, a], L2 (Ω)) denotes the space of all second order stochastic processes, which are mean
square Riemann integrable on [0, a] , i.e.
Z
E [X2 (t)]dt < ∞.
[0,a]

Denote C([0, a], L2 (Ω)) as the Banach space of all mean square continuous functions from [0, a] × Ω into
R with the norm
kXkC = max kX(t)k2 .
t∈[0,a]

Definition 1.1 ([20]) Let X(t) be a second order stochastic process. We say that X(t) has a mean square
derivative at t , denoted by X0 (t) , if

X(t + h) − X(t) 0

lim − X (t) = 0.
h→0 h
2

Theorem 1.2 ([10]) Let X(t) be a second order stochastic process. The stochastic mean square Riemann–
Liouville fractional integral of X(t), denoted by Iβ0+ X(t) , of order β ≥ 0 is defined by
Z t
1
Iβ0+ X(t) = (t − s)β−1 X(s)ds,
Γ(β) 0

1 where Γ is the Gamma function.

Definition 1.3 ([10]) Let X(t) be a second order stochastic process. The stochastic mean square Caputo
fractional derivative of X(t) , denoted by Dβ0+ X(t) , of order β ∈ (n − 1, n] , n = 0, 1, 2, . . ., is defined by
t
dn
Z
1
Dβ0+ X(t) := I0n−β
+ n
X(t) = (t − s)β−1 X(n) (s)ds,
dt Γ(β) 0

2 where n = [β] + 1 for β ∈

/ N and n = β for β ∈ N .

3 Theorem 1.4 Let β > 0 and t ∈ [0, a] . If the stochastic process X(t) is mean square differentiable with mean
4 square integrable second order derivative, then

n−1
X
i) Iβ0+ Dβ0+ X(t) = X(t) − ci tβ−i


5 if X(t) ∈ C n [0, a], L2 (Ω) , where c1 , c2 , . . . , cn ∈ R .
i=0

ii) Dβ0+ Iβ0+ X(t) = X(t)

6 if X(t) ∈ C 1 [0, a], L2 (Ω) .

7 Theorem 1.5 ([? ]) If β, γ > 0 , then

4
 Ho Vu/Turk J Math

Γ(γ) γ−β−1
1 (i) Dβ0+ tγ−1 = t ;
Γ(γ − β)

Γ(γ) γ+β−1
2 (ii) Iβ0+ tγ−1 = t .
Γ(γ + β)

Lemma 1.6 ([13]) Let a(t) be continuous function and b(t) is a positive, integrable function on [0, T ] . Assume
that there is constant c > 0 such that
Z t
a(t) ≤ b(t) + c (t − s)β−1 a(s)ds, β ∈ (0, 1].
0

Then, there exists a constant K = Kβ such that

Z t
a(t) ≤ b(t) + Kβ c (t − s)β−1 b(s)ds, ∀t ∈ [0, T ].
0

3 Theorem 1.7 ([3]) Let X be a Banach space and the set B is a closed convex and nonempty subset of X .
4 Let A, B be the operators such that:
5 (i) Au + Bv ∈ X whenever u, v ∈ X .
6 (ii) A is compact and continuous.
7 (iii) B is a contraction mapping.
8 Then ∃w ∈ X such that w = Aw + Bw .

9 2. Existence and Uniqueness of Solution

10 Firstly, we show the equivalence beween a the the Caputo fractional random boundary value problem and a
11 fractional random integral equation.

Lemma 2.1 Let the constants β, β1 , β2 such that β1 , β2 ∈ (0, β − 1] with β ∈ (1, 2] and H : Ω → R is a mean
square continuous stochastic process. Then the following Caputo fractional random boundary value problem

Dβ0+ X(t) = H(t), β ∈ (1, 2], t ∈ [0, a], (2.1)

with the boundary conditions

X(0) = 0 (2.2)

and
Z v
ρ1 Dβ0+1 X(a) + ρ2 Dβ0+2 X(a) = ξ1 X(s)ds + ξ2 , (2.3)
0

is equivalent to the fractional random integral equation

v2 (t) v
Z Z s  Z a
v3 (t)
X(t) = v1 (t) + (s − r)β−1 H(r)dr ds + (a − s)β−β1 −1 H(s)ds
Γ(β) 0 0 Γ(β − β1 ) 0
Z a Z t
v4 (t) 1
+ (a − s)β−β2 −1 H(s)ds + (t − s)β−1 H(s)ds,
Γ(β − β2 ) 0 Γ(β) 0

5
 Ho Vu/Turk J Math

for any t ∈ [0, a] , where

ξ2 β−1 ξ1 β−1 ρ1 β−1 ρ2 β−1

v1 (t) := − t , v2 (t) := − t , v3 (t) := t , v4 (t) := t
∆ ∆ ∆ ∆

and
ξ1 β Γ(β) Γ(β)
∆ := v − aβ−β1 −1 + aβ−β2 −1 6= 0.
β Γ(β − β1 ) Γ(β − β2 )

Proof Applying the Caputo fractional integral operator Iβ0+ (·) on both sides of Eq.2.1, we get

X(t) = c1 tβ−1 + c2 tβ−2 + Iβ0+ H(t), (2.4)

1 Form Eq.(2.4) and the boundary condition (2.2), and β ∈ (1, 2] , we have c2 = 0 .
Next, applying the Caputo fractional derivative Dβ0+i (·) , i = 1, 2 , on both sides of Eq.2.4 and by (ii) of
Property 1.5 , one obtain

Γ(β)
Dβ0+i X(t) = Iβ−βi
0+ H(t) + c1 tβ−βi −1 , ∀t ∈ [0, a]. (2.5)
Γ(β − βi )

Combining the boundary condition (2.3) and Eq.(2.5), and perform some basic calculations, we find that

ξ1 v β
Z
ξ2 ρ1 ρ2
c1 = − − I + H(s)ds + I0β−β+
1
H(a) + Iβ−β
+
2
H(a). (2.6)
∆ ∆ 0 0 ∆ ∆ 0

Therefore, the solution of the Caputo fractional random boundary value problem (2.1)–(2.3) is

ξ1 v β
 Z 
ξ2 ρ1 ρ2 β−β2
X(t) = Iβ0+ H(t) + − − I0+ H(s)ds + I0β−β
+
1
H(a) + I + H(a) tβ−1 ,
∆ ∆ 0 ∆ ∆ 0

2 for any t ∈ [0, a] . This completes the proof. 2

3 Secondly, to consider the existence and uniqueness solution of the Caputo fractional random boundary
4 value problem (1.1)–(1.3), we need to assume that the function F : [0, a] × L2 (Ω) → L2 (Ω) satisfy the following
5 assumptions:
6 (A1) F : [0, a] × L2 (Ω) → L2 (Ω) is mean square continuous functions;
(A2) There exists a constant L > 0 such that



F t, X1 − F t, X2 ≤ L X1 − X2 ,
2 2

7 in mean square sense, for any t ∈ [0, a] and X1 , X2 ∈ L2 (Ω) ;

(A3) There exists a constant M > 0 such that

max F(t, 0) 2 ≤ M.
t∈[0,a]

(A4) There exists a function p : [0, a] → R+ is continuous and a function ψ : R+ → R+ is an increasing

such that


F(t, X) ≤ p(t)ψ X ,
2 2

6
 Ho Vu/Turk J Math

1 for any t ∈ [0, a] and X ∈ L2 (Ω)

(A5) The function F satisfies

F(t, X) ≤ h(t),
2

2 for any t ∈ [0, a] and X ∈ L2 (Ω) , where h ∈ C [0, a], R+ , khk = supt∈[0,a] h(t) ;
Now, we define the sets
n o
S = X ∈ C [0, a], L2 (Ω)  Dβ0+ X is mean square continuous on [0, a]



Let us consider the operator T : S → S given by

Z v Z s 

v2 (t) β−1


TX (t) = v1 (t) + (s − r) F r, X(r) dr ds
Γ(β) 0 0
Z t
1
(t − s)β−1 F s, X(s) ds


+
Γ(β) 0
Z a
v3 (t)
(a − s)β−β1 −1 F s, X(s) ds


+
Γ(β − β1 ) 0
Z a
v4 (t)
(a − s)β−β2 −1 F s, X(s) ds,


+ (2.7)
Γ(β − β2 ) 0

3 for any t ∈ [0, a] .

4 Lemma 2.2 Assume that F satisfy the assumptions (A1), (A2) and (A3). Then, we have

5 (i) TX C ≤ kv1 k + Lδ0 + M ∆0 , for any X ∈ Bδ0 ;

6 (ii) TX − TY C ≤ L∆0 X − Y C , for any X, Y ∈ Bδ0 ,

where the operator T be defined on

n o
Bδ0 := X ∈ S  X 2 ≤ δ0


and

kv2 kaβ+1 aβ kv3 kaβ−β1 kv4 kaβ−β1

∆0 := + + + .
(1 + β)Γ(1 + β) Γ(1 + β) (β − β1 )Γ(β − β1 ) (β − β2 )Γ(β − β2 )

Proof By using the assumptions (A1),(A2),(A3) and the definition of Bδ0 , we have the following estimation:





F t, X(t) ≤ F t, X(t) − F t, 0 + F t, 0
2 2 2

≤ L X(t) 2 + M ≤ Lδ0 + M, ∀t ∈ [0, a]. (2.8)

7
 Ho Vu/Turk J Math

On the other hand, we obtain

  Z Z s
 v2 (t) v

β−1



TX (t) ≤ v1 (t) + (s − r) F r, X(r) dr ds
2 Γ(β) 0 2
0
Z t
1
(t − s)β−1 F s, X(s) 2 ds,


+
Γ(β) 0
 
v3 (t) Z a
(a − s)β−β1 −1 F s, X(s) 2 ds


+
Γ(β − β1 ) 0
 
v4 (t) Z a
(a − s)β−β2 −1 F s, X(s) 2 ds, ∀t ∈ [0, a].


+ (2.9)
Γ(β − β2 ) 0

Combining the estimations (2.8) and (2.9), one gets

TX (t) ≤ kv1 k + Lδ0 + M ∆0 , ∀t ∈ [0, a]. (2.10)
2

1 That means (i) is proved.

Let X, Y ∈ Bδ0 and t ∈ [0, a] . Thus, we obtain
  Z v Z s 
TX (t) − TY (t) ≤ v2 (t)
 
β−1





2
(s − r) F r, X(r) − F r, Y(r) 2 dr ds

Γ(β) 0 0
Z t
1
(t − s)β−1 F s, X(s) − F s, Y(s) 2 ds,



+
Γ(β) 0
 
v3 (t) Z a
(a − s)β−β1 −1 F s, X(s) − F s, Y(s) 2 ds



+
Γ(β − β1 ) 0
 
v4 (t) Z a
(a − s)β−β2 −1 F s, X(s) − F s, Y(s) 2 ds.



+ (2.11)
Γ(β − β2 ) 0

Using the assumption (A2) and the inequality (2.11), one have the following estimation
  Z v Z s 
TX (t) − TY (t) ≤ L v2 (t)
 
β−1



2
(s − r) X(r) − Y(r) 2 dr ds

Γ(β) 0 0
Z t
L
(t − s)β−1 X(s) − Y(s) 2 ds,


+
Γ(β) 0
  Z a
Lv3 (t)
(a − s)β−β1 −1 X(s) − Y(s) 2 ds

+
Γ(β − β1 ) 0
  Z a
Lv4 (t)
(a − s)β−β2 −1 X(s) − Y(s) 2 ds

+
Γ(β − β2 ) 0

≤ L∆0 X − Y C , ∀t ∈ [0, a]. (2.12)

2 Therefore, (ii) is also proved and this proof is completed. 2

Theorem 2.3 Assume that F satisfy the assumptions (A1), (A2) and (A3). If

L∆0 < 1 (2.13)

8
 Ho Vu/Turk J Math

1 then the Caputo fractional random boundary value problem (1.1)–(1.3) has a unique mean square solution on
2 [0, a] .

Proof We consider the operator T : Bδ0 → Bδ0 given by (2.7), where S , Bδ0 as above definitions, with

kv1 k + M ∆0
δ0 > .
1 − L∆0

Let X ∈ Bδ0 and by (i) of Lemma (2.2) and the assumption (2.13), we have


TX ≤ kv1 k + Lδ0 + M ∆0 < δ0 .
C

3 From this we imply TX ∈ Bδ0 for any X ∈ Bδ0 , that is TBδ0 ⊂ Bδ0 .
Further, let X, Y ∈ Bδ0 then by (ii) of Lemma (2.2) and the assumption (2.13), we get

TX − TY ≤ L∆0 X − Y ≤ X − Y .
C C C

4 So T is a contraction operator. By using Banach’s fixed point theorem, we can conclude that there exists a
5 unique function X ∈ Bδ0 such that TX = X . That means, the Caputo fractional random boundary value
6 problem (1.1)–(1.3) has a unique mean square solution X ∈ Bδ0 on [0, a] 2

Theorem 2.4 Assume the F satisfy the assumptions (A1)–(A2) and (A4). If there exists a constant δ1 > 0
such that
δ1

> 1, (2.14)
kv1 k + kpkψ δ1 ∆0

7 then the Caputo fractional random boundary value problem (1.1)–(1.3) has at least one mean square solution
8 X.

Proof We consider the operator T : S → S given by (2.7), where S as above definition. Observed that for
any t ∈ [0, a] and X ∈ S , and using the assumption (A4), we have the following estimation
  Z Z s
 v2 (t) v

β−1



TX (t) ≤ v1 (t) + (s − r) p(r)ψ X(r) dr ds
2 Γ(β) 0 2
0
Z t
1
(t − s)β−1 p(s)ψ X(s) 2 ds,


+
Γ(β) 0
 
v3 (t) Z a
(a − s)β−β1 −1 p(s)ψ X(s) 2 ds


+
Γ(β − β1 ) 0
 
v4 (t) Z a
(a − s)β−β2 −1 p(s)ψ X(s) 2 ds


+ (2.15)
Γ(β − β2 ) 0

Taking the supremum of both sides of the estimation (2.15) on [0, a] , we get


TX ≤ kv1 k + kpkψ X ∆0 < ∞,
2 C

9 which implies the operator T : S → S maps bounded subsets into bounded subsets.

9
 Ho Vu/Turk J Math

Now, we show that T is mean square continuous operator. Let {Xn }∞

n=0 be a sequence such that Xn
converges in mean square to X ∈ S , as n → ∞. For any t ∈ [0, a] , we have
  Z v Z s 
TXn (t) − TX (t) ≤ v2 (t)
 
β−1





2
(s − r) F r, Xn (r) − F r, X(r) 2 dr ds

Γ(β) 0 0
Z t
1
(t − s)β−1 F s, Xn (s) − F s, X(s) 2 ds,



+
Γ(β) 0
 
v3 (t) Z a
(a − s)β−β1 −1 F s, Xn (s) − F s, X(s) 2 ds



+
Γ(β − β1 ) 0
 
v4 (t) Z a
(a − s)β−β2 −1 F s, Xn (s) − F s, X(s) 2 ds.



+ (2.16)
Γ(β − β2 ) 0

Using the assumption (A2) and the estimation (2.16), we get

TXn (t) − TX (t) ≤ L∆0 Xn − X , ∀t ∈ [0, a]. (2.17)
2 C

1 It follows that TXn converges in mean square to TX on S as n → ∞. That means T is mean square
2 continuous operator.
3 Therefore, by Arzela–Ascoli theorem, we can conclude that T : S → S is mean square continuous and
4 completely mean square continuous.
Let X ∈ S and for some constants λ ∈ (0, 1) such that X = λTX . Perform the some calculations as in
proving the operator T maps bounded subsets into bounded subsets. Then, we have

v2 (t) v
 Z Z s 
β−1


X(t) = λ v1 (t) + (s − r) F r, X(r) dr ds
Γ(β) 0 0
Z t
1
(t − s)β−1 F s, X(s) ds


+
Γ(β) 0
Z a
v3 (t)
(a − s)β−β1 −1 F s, X(s) ds


+
Γ(β − β1 ) 0
Z a 
v4 (t)
(a − s)β−β2 −1 F s, X(s) ds , ∀t ∈ [0, a].


+ (2.18)
Γ(β − β2 ) 0

Using the assumptions (A1),(A2), (A4) and the equation (2.18), we obtain


X(t) ≤ kv1 k + kpkψ X ∆0
2 C

which implies

X
C

≤ 1.
kv1 k + kpkψ X C ∆0

By the assumption (2.14), then there exists a constant δ1 > 0 such that δ1 6= X C . Let us define the following
set

Bδ1 = X ∈ S  X 2 < δ1
 

10
 Ho Vu/Turk J Math

1 Clearly, the operator T : Bδ1 → S is mean square continuous and completely mean square continuous. Form
2 the construction of the set Bδ1 , then there is no X belongs to Bδ1 such that X = λTX for some λ ∈ (0, 1) .
3 Consequently, by Schaefer’s fixed point theorem, the operator T has a fixed point X ∈ S . The proof is
4 completed. 2

Theorem 2.5 Assume the F satisfy the assumptions (A1)–(A2) and (A5). If

L∆2 < 1

then the Caputo fractional random boundary value problem (1.1)–(1.3) has at least one mean square solution
X , provided that

kv2 kaβ+1 kv3 kaβ−β1 kv4 kaβ−β1

∆2 := + + .
(1 + β)Γ(1 + β) (β − β1 )Γ(β − β1 ) (β − β2 )Γ(β − β2 )

Proof Let us define

n o
Bδ2 := X ∈ S  X 2 ≤ δ2


with
δ2 ≥ kv1 k + ∆2 khk. (2.19)

We consider two operators: T1 , T2 : Bδ2 → Bδ2 defined by

Z t
1
(t − s)β−1 F s, X(s) ds



T1 X (t) = (2.20)
Γ(β) 0

and
Z v Z s 

v2 (t) β−1


T2 X (t) = v1 (t) + (s − r) F r, X(r) dr ds
Γ(β) 0 0
Z a
v3 (t)
(a − s)β−β1 −1 F s, X(s) ds


+
Γ(β − β1 ) 0
Z a
v4 (t)
(a − s)β−β2 −1 F s, X(s) ds


+ (2.21)
Γ(β − β2 ) 0

It is easy to see that the operators T1 X and T2 X are mean square continuous, with X ∈ Bδ2 . Moreover, let
X ∈ Bδ2 and by using the assumptions (A1)–(A2), (A5) and perform the same calculations as in Lemma 2.2,
we have



T1 X (t) + T2 X (t) ≤ kv1 k + khk∆0 .
2

Combing the inequality (2.19) and the above estimation, we imply

T1 X (t) + T2 X (t) ≤ δ2 ,
2

5 which implies T1 X (t) + T2 X (t) ∈ Bδ2 , hence (i) of Theorem 1.7 is verified.

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Observer that the operator T1 is a mean square continuous, and

Z t β
T1 X (t) ≤ 1 β−1 ds ≤ khka ,



2
(t − s) F s, X(s) 2
Γ(β) 0 Γ(1 + β)

1 which implies the operator T1 is uniformly bounded, in means square sense.

The operator T1 X is compact in Bδ2 , in mean square sense. Indeed, let t1 , t2 ∈ [0, a] , t1 < t2 and by
using the assumption (A5), we have
Z t2
1
(t2 − s)β−1 F s, X(s) 2 ds



T1 X (t2 ) − T1 X (t1 ) ≤
2 Γ(β) t1
Z t1
1
(t2 − s)β−1 − (t1 − s)β−1 F s, X(s) 2 ds
 
+
Γ(β) 0

khk
tβ − tβ1 + 2(t2 − t1 )β ,


≤ ∀t ∈ [0, a].
Γ(1 + β) 2

2 As t2 → t1 , then the right side of the above inequality tends to zero. Note that the left side of the above
3 inequality is independent of X . Hence, T1 is relatively compact operator on Bδ2 , in mean square sense. By
4 Arzela-Ascoli’s Theorem, the operator T1 is compact on Bδ2 , in mean square sense. Condition (ii) is satisfied.
On the other hand, by the assumption (A1)–(A2) and perform some basic calculations, we obtain
Z v Z s 
T2 X (t) − T2 Y (t) ≤ kv1 k + Lkv2 k β−1



2
(s − r) X(r) − Y (r) 2 dr ds

Γ(β) 0 0
Z a
Lkv3 k
(a − s)β−β1 −1 X(s) − Y (s) 2 ds

+
Γ(β − β1 ) 0
Z a
Lkv4 k
(a − s)β−β2 −1 X(s) − Y (s) 2 ds

+
Γ(β − β2 ) 0

≤ L∆2 X − Y C ≤ X − Y C ,

5 which implies T2 is a contraction operator. Therefore (iii) of Theorem 1.7 is verified.

6 All the assumptions of Krasnoselskii’s fixed point theorem are satisfied. Hence, we conclude that the
7 Caputo fractional random boundary value problem (1.1)–(1.3) has at least one mean square solution X . This
8 proof is completed. 2

9 3. Ulam–Hyers Stability
Let  > 0 and ω : R+ → R+ is continuous function. We consider the following inequality
Z v Z s 
Y(t) − v1 (t) − v2 (t) β−1


(s − r) F r, Y(r) dr ds
Γ(β) 0 0
Z a
v3 (t)
(a − s)β−β1 −1 F s, Y(s) ds


−
Γ(β − β1 ) 0
Z a
v4 (t)
(a − s)β−β2 −1 F s, X(s) ds


−
Γ(β − β2 ) 0
Z t
1 β−1


− (t − s) F s, Y(s) ds ≤ , ∀t ∈ [0, a]. (3.1)
Γ(β) 0 2

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Definition 3.1 The problem (1.1)–(1.3) is Ulam–Hyers stable if there exists a constant λ > 0 such that for


each  > 0 and Y ∈ C [0, a], L2 (Ω) satisfy the following inequality (3.1) there exists a mean square solution


X ∈ C [0, a], L2 (Ω) of the problem (1.1)–(1.3) with

X(t) − Y(t) ≤ λ, ∀t ∈ [0, a]. (3.2)
2

Definition 3.2 The problem (1.1)–(1.3) is generalized Ulam–Hyers stable if there exists ω ∈ C R+ , R+ ,


ω(0) = 0 such that for each Y ∈ C [0, a], L2 (Ω) satisfy the following inequality (3.1) there exists a mean


square solution X ∈ C [0, a], L2 (Ω) of the problem (1.1)–(1.3) and

X(t) − Y(t) ≤ ω(), ∀t ∈ [0, a]. (3.3)
2

1 Theorem 3.3 Assume that F satisfies the assumptions (A1)–(A2). Then, the problem (1.1)–(1.3) is Ulam–
2 Hyers stable.

Proof Let Y ∈ C [0, a], L2 (Ω) be the mean square solution of the inequality (3.1) and X ∈ C [0, a], L2 (Ω)
is unique mean square solution of the fractional random integral equation

Z v Z s  Z a
v2 (t) v3 (t)
X(t) = v1 (t) + (s − r)β−1 H(r)dr ds + (a − s)β−β1 −1 H(s)ds
Γ(β) 0 0 Γ(β − β 1 ) 0
Z a Z t
v4 (t) 1
+ (a − s)β−β2 −1 H(s)ds + (t − s)β−1 H(s)ds,
Γ(β − β2 ) 0 Γ(β) 0

3 for any t ∈ [0, a] .

Observer that

v2 (t) v
Z Z s  Z a
v3 (t)
β−1
(a − s)β−β1 −1 F s, X(s) ds



(s − r) F r, X(r) dr ds +
Γ(β)
0 0 Γ(β − β1 ) 0
Z a Z t
v4 (t) β−β2 −1 1
(t − s)β−1 F s, X(s) ds



+ (a − s) F s, X(s) ds +
Γ(β − β2 ) 0 Γ(β) 0
v2 (t) v
Z Z s  Z a
v3 (t)
β−1
(a − s)β−β1 −1 F s, Y(s) ds



− (s − r) F r, Y(r) dr ds −
Γ(β) 0 0 Γ(β − β 1 ) 0
Z a Z t
v4 (t) β−β2 −1

1 β−1


− (a − s) F s, Y(s) ds − (t − s) F s, Y(s) ds
Γ(β − β2 ) 0 Γ(β) 0
2

≤ L∆2 X − Y C , ∀t ∈ [0, a]. (3.4)

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Combining the estimation (3.4) and the inequality (3.1), we obtain

Z v Z s 
X(t) − Y(t) ≤ X(t) − v1 (t) − v2 (t) β−1


2
(s − r) F r, Y(r) dr ds
Γ(β) 0 0
Z a
v3 (t)
(a − s)β−β1 −1 F s, Y(s) ds


−
Γ(β − β1 ) 0
Z a Z t
v4 (t) 1
(a − s)β−β2 −1 F s, Y(s) ds − (t − s)β−1 F s, Y(s) ds



−
Γ(β − β2 ) 0 Γ(β) 0
2
Z v Z s 
v2 (t)
(s − r)β−1 F r, X(r) dr ds


≤ X(t) − v1 (t) − Γ(β)
0 0
Z a
v3 (t)
(a − s)β−β1 −1 F s, X(s) ds


−
Γ(β − β1 ) 0
Z a Z t
v4 (t) β−β2 −1

1 β−1


− (a − s) F s, X(s) ds − (t − s) F s, X(s) ds
Γ(β − β2 ) 0 Γ(β) 0
2
Z v Z s
  Z a
v2 (t) v3 (t)
(s − r)β−1 F r, X(r) dr ds + (a − s)β−β1 −1 F s, X(s) ds



+ Γ(β)
0 0 Γ(β − β1 ) 0
Z a Z t
v4 (t) 1
(a − s)β−β2 −1 F s, X(s) ds + (t − s)β−1 F s, X(s) ds



+
Γ(β − β2 ) 0 Γ(β) 0
Z v Z s  Z a
v2 (t) v3 (t)
(s − r)β−1 F r, Y(r) dr ds − (a − s)β−β1 −1 F s, Y(s) ds



−
Γ(β) 0 0 Γ(β − β1 ) 0
Z a Z t
v4 (t) β−β2 −1

1 β−1


− (a − s) F s, Y(s) ds − (t − s) F s, Y(s) ds
Γ(β − β2 ) 0 Γ(β) 0
2

≤  + L∆0 X − Y C ,

which implies

X − Y ≤ 
C
= λ,
1 − L∆0

1
1 where λ = . Hence, by Definition 3.1, then the Caputo fractional random boundary value problem
1 − L∆0
2 (1.1)–(1.3) is Ulam–Hyers stable. 2

3 Remark 3.4 If we choose ω() = λ , ω(0) = 0 , then by Definition 3.2, then the Caputo fractional random
4 boundary value problem (1.1)–(1.3) is generalized Ulam–Hyers stable.

5 4. Example
Consider the following fractional random boundary value problem
3/2 1
D0+ X(t) = 1 + X(t), ∀t ∈ [0, 1], (4.1)
2021
with the boundary conditions
X(0) = 0 (4.2)

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and
Z 1
1/3 1/4
2D0+ X(1) − 3D0+ X(1) = X(s)ds − 2. (4.3)
0

Observer that
a = 1, v = 1, β = 3/2, β1 = 1/3, β2 = 1/4, ρ1 = 2, ρ2 = −3, ξ1 = 1, ξ2 = −2

and

1
F t, X(t) = 1 + X(t).
2021

Then, we have

3 Γ(3/2) Γ(3/2)
∆= − + ≈ 0.689132,
2 Γ(7/6) Γ(5/4)
kv1 k = 2.902202, kv2 k = 1.4511, kv3 k = 2.902202, kv4 k = 4.353302,
2.902202 1 2.902202 4.353302
∆0 = + + + ≈ 10.171127
3/2 × Γ(3/2) Γ(3/2) 7/6 × Γ(7/6) 5/4 × Γ(5/4)

It is easy to see that F is a mean square continuous on [0, 1] and

F t, X(t) − F t, Y(t) ≤ 1
X(t) − Y(t) ,
2 2021 2

and

F(t, 0) ≤ 1 + 1
X(0) = 1.
2 2021 2

1 for any t ∈ [0, 1] .

2 If we choose L = 1/2021 and M = 1 , then L∆0 ≈ 5.04 × 10−3 < 1 . That means, the assumptions
3 of Theorem 2.3 are satisfied. Hence, the problem (4.1)–(4.3) has a unique mean square solution X belongs to
4 Bδ0 , with δ0 ≥ 13.139456 , on [0, 1] .
For any t ∈ [0, 1] , we have


F t, X(t) ≤ 1

2
2021 + X(t) 2 .
2021

We choose p(t) = 1/2021 and ψ(x) = 2021 + x . Form here, we see that the function ψ(x) is increasing on R+
(i.e. assumption (A4) holds) and there exists a constant δ1 > 13.139456 satisfying

δ1


≈ 1.065142 > 1, take δ1 = 14 .
kv1 k + kpkψ δ1 ∆0

5 Hence, by Theorem 2.4, we conclude that the problem (4.1)–(4.3) has at least one mean square solution X
6 belongs to Bδ1 .
7 Moreover, Theorem 3.3 implies that the fractional random boundary value problem (4.1)–(4.3) is Ulam–
8 Hyers stable.

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