A New Nonlinear Integral Inequality with a Tempered Ψ–Hilfer Fractional Integral and Its Application to a Class of Tempered Ψ–Caputo Fractional Differential Equations

In this paper, the tempered Ψ–Riemann–Liouville fractional derivative and the tempered Ψ–Caputo fractional derivative of order n−1<α<n∈N are introduced for Cn−1–functions. A nonlinear version of the second Henry–Gronwall inequality for integral inequalities with the tempered Ψ–Hilfer fractional integral is derived. By using this inequality, an existence and uniqueness result and a sufficient condition for the non-existence of blow-up solutions of nonlinear tempered Ψ–Caputo fractional differential equations are proved. Illustrative examples are given.