New approach to a generalized fractional integral

The paper presents a new fractional integration, which generalizes the Riemann-Liouville and Hadamard fractional integrals into a single form. Conditions are given for such a fractional integration operator to be bounded in an extended Lebesgue measurable space. Semigroup property for the above operator is also proved. We give a general definition of the fractional derivatives and give some examples.