A Fractional Bihari Inequality and Some Applications to Fractional Differential Equations and Stochastic Equations

The purpose of this paper is to present a new version of the Bihari inequality with singular kernel and give a simple proof of the fractional Gronwall lemma. Our new ideas rest on the use of Young’s and Holder’s inequalities to simplify the complex inequalities. Based on this new type of Bihari inequality we can relax many results of fractional differential equations and inclusions and stochastic differential equations. Also, the obtained inequalities can be used to analyze a specific class of fractional differential equations, both linear and nonlinear. Using the Caputo fractional derivative, the study of an initial valued problem for a fractional differential equation provides some topological proprieties for the solution set, and shows it is the intersection of a decreasing sequence of compact nonempty contractible spaces. We extend the classical Kneser’s theorem on the solution structure of the ordinary differential equation and relax some results about the fractional differential equation. Also, we establish existence results for Caputo fractional stochastic differential equations. Finally, we study the existence of solution for fractional differential inclusion in Banach lattice.