Abstract
In this paper, we present new definitions of generalized fractional integrals and derivatives with respect to another function and derive some of their properties, such as their inter-relationship and semigroup law. Caputo-type generalized fractional derivative with respect to another function is also defined and its properties are derived. A Cauchy problem involving the new Caputo-type generalized fractional derivative is also studied. We also provide an expansion formula for Caputo-type derivative and apply it to solve a fractional-order problem.
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