In this article, a step-by-step collocation technique based on the Jacobi polynomials is considered to solve a class of neutral delay fractional stochastic differential equations (NDFSDEs). First, we convert the NDFSDE into a non-delay equation by applying a stepby-step method. Then, by using a Jacobi collocation technique in each step, a non-delay nonlinear system is obtained. The convergence analysis of this numerical technique is discussed. Finally, several examples are implemented to confirm the efficiency and effectiveness of the proposed method.
