Existence and Stability for Fractional Differential Equations with a ψ–Hilfer Fractional Derivative in the Caputo Sense

This article aims to explore the existence and stability of solutions to differential equations involving a ψ-Hilfer fractional derivative in the Caputo sense, which, compared to classical ψ-Hilfer fractional derivatives (in the Riemann–Liouville sense), provide a clear physical interpretation when dealing with initial conditions. We discovered that the ψ-Hilfer fractional derivative in the Caputo sense can be represented as the inverse operation of the ψ-Riemann–Liouville fractional integral, and used this property to prove the existence of solutions for linear differential equations with a ψ-Hilfer fractional derivative in the Caputo sense. Additionally, we applied Mönch’s fixed-point theorem and knowledge of non-compactness measures to demonstrate the existence of solutions for nonlinear differential equations with a ψ-Hilfer fractional derivative in the Caputo sense, and further discussed the Ulam–Hyers–Rassias stability and semi-Ulam–Hyers–Rassias stability of these solutions. Finally, we illustrated our results through case studies.