Nonlinear Integral Inequalities Involving Tempered Ψ-Hilfer Fractional Integral and Fractional Equations with Tempered Ψ-Caputo Fractional Derivative

In this paper, the nonlinear version of the Henry–Gronwall integral inequality with the tempered Ψ-Hilfer fractional integral is proved. The particular cases, including the linear one and the nonlinear integral inequality of this type with multiple tempered Ψ-Hilfer fractional integrals, are presented as corollaries. To illustrate the results, the problem of the nonexistence of blowing-up solutions of initial value problems for fractional differential equations with tempered Ψ-Caputo fractional derivative of order 0<α<1, where the right side may depend on time, the solution, or its tempered Ψ-Caputo fractional derivative of lower order, is investigated. As another application of the integral inequalities, sufficient conditions for the Ψ-exponential stability of trivial solutions are proven for these kinds of differential equations.