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We introduce a new fractional derivative that generalizes the so-called alternative fractional derivative recently proposed by Katugampola. We denote this new differential operator by DMα,β, where the parameter α, associated with the order, is such that $0 0$ and M is used to denote that the function to be derived involves a Mittag-Leffler function with one parameter. This new derivative satisfies some properties of integer-order calculus, e.g. linearity, product rule, quotient rule, function composition and the chain rule. Besides as in the case of the Caputo derivative, the derivative of a constant is zero. Because Mittag-Leffler function is a natural generalization of the exponential function, we can extend some of the classical results of integer-order calculus, namely: Rolle's theorem, the mean value theorem and its extension. Further, when the order of the derivative is α=1 and the parameter of the Mittag-Leffler function is also unitary, our definition is equivalent to the definition of the ordinary derivative of order one. Finally, we present the corresponding fractional integral from which, as a natural consequence, new results emerge which can be interpreted as applications. Specifically, we generalize the inversion property of the fundamental theorem of calculus and prove a theorem associated with the classical integration by parts.
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Sousa et al. (2017) studied this question.
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