New fractional integral unifying six existing fractional integrals

Abstract

In this paper we introduce a new fractional integral that generalizes six existing fractional integrals, namely, Riemann-Liouville, Hadamard, Erdélyi-Kober, Katugampola, Weyl and Liouville fractional integrals in to one form. Such a generalization takes the form \[ \left({}^ρ\mathcal{I}^{α, β}_{a+;η, κ}f\right)(x)=\frac{ρ^{1-β}x^κ}{Γ(α)}\int_a^x \frac{τ^{ρη+ρ-1}}{(x^ρ-τ^ρ)^{1-α}}f(τ)\text{d}τ, \quad 0\leq a < x < b \leq \infty. \] A similar generalization is not possible with the Erdélyi-Kober operator though there is a close resemblance with the operator in question. We also give semigroup, boundedness, shift and integration-by-parts formulas for completeness.