In this paper, images of the tempered Ψ-Hilfer fractional integral and the tempered Ψ-Caputo fractional derivative under the generalized Laplace transform are derived. The results are applied to find a solution to an initial value problem for a nonhomogeneous linear fractional differential equation with the tempered Ψ-Caputo fractional derivative of an order α for n− 1 <α<n N. An illustrative example is given for 0 <α<1 comparing solutions to the same initial value problem but with different tempering and Ψ.

In this paper we deal with the problem of asymptotic integration of nonlinear higher order fractional differential equations of the Caputo’s type. We give some conditions under which all global solutions of these equations behave like linear functions as t -> ∞.

In this paper, the nonlinear version of the Henry–Gronwall integral inequality with the tempered $\Psi$-Hilfer fractional integral is proved. The particular cases, including the linear one and the nonlinear integral inequality of this type with multiple tempered $\Psi$-Hilfer fractional integrals, are presented as corollaries. To illustrate the results, the problem of the nonexistence of blowing-up solutions of initial value problems for fractional differential equations with tempered $\Psi$-Caputo fractional derivative of order $0<\alpha <1$, where the right side may depend on time, the solution, or its tempered $\Psi$-Caputo fractional derivative of lower order, is investigated. As another application of the integral inequalities, sufficient conditions for the $\Psi$-exponential stability of trivial solutions are proven for these kinds of differential equations.

In this paper, the tempered $\mathsf{\Psi }$–Riemann–Liouville fractional derivative and the tempered $\mathsf{\Psi }$–Caputo fractional derivative of order $n-1<\alpha <n\in \mathbb{N}$ are introduced for $C^{n-1}$–functions. A nonlinear version of the second Henry–Gronwall inequality for integral inequalities with the tempered $\mathsf{\Psi }$–Hilfer fractional integral is derived. By using this inequality, an existence and uniqueness result and a sufficient condition for the non-existence of blow-up solutions of nonlinear tempered $\mathsf{\Psi }$–Caputo fractional differential equations are proved. Illustrative examples are given.