Generalized substantial fractional operators and well-posedness of Cauchy problem

In this work, we focus on substantial fractional integral and differential operators which play an important role in modeling anomalous diffusion. We introduce a new generalized substantial fractional integral. Generalizations of fractional substantial derivatives are also introduced in both Riemann–Liouville and Caputo sense. Furthermore, we analyze fundamental properties of these operators. Finally, we consider a class of generalized substantial fractional differential equations and discuss the existence, uniqueness and continuous dependence of solutions on initial data.