In this paper we consider fractional higher-order stochastic differential equations of the form \begin{align*} \left( μ+ c_α\frac{d^α}{d(-t)^α} \right)^βX(t) = \mathcal{E}(t) , \quad t\geq 0,\; μ>0,\; β>0,\; α\in (0,1) \cup \mathbb{N} \end{align*} where $\mathcal{E}(t)$ is a Gaussian white noise. We derive stochastic processes satisfying the above equations of which we obtain explicitly the covariance functions and the spectral functions.