Well-Posedness and Stability for a Differential Problem with Hilfer-Hadamard Fractional Derivative

Motivated by the Hilfer fractional derivative (which interpolates the Riemann-Liouville derivative and the Caputo derivative), we consider a new type of fractional derivative (which interpolates the Hadamard derivative and its Caputo counterpart). We prove the well-posedness for a basic Cauchy type fractional differential equation involving this kind of derivative. This is established in an appropriate underlying space after proving the equivalence of this problem with a certain corresponding Volterra integral equation.