Relatively exact controllability of fractional stochastic neutral system with two incommensurate constant delays

This paper is devoted to analyzing a kind of fractional stochastic neutral system (FSNS). Firstly, by introducing the notion of newly defined two‐parameter Mittag–Leffler matrix function, we derive the solution of the corresponding linear stochastic system. Subsequently, for the linear case, by virtue of the Grammian matrix, we give a suffcient and necessary condition to guarantee the relatively exact controllability for the addressed case. Furthermore, for the nonlinear one, the relatively exact controllability is obtained by fixed point and explore it via Banach contraction principle. Finally, two examples are provided to intensify our theoretical conclusions.