In this paper, using the Riemann-Liouville fractional integral with respect to another function and the $\psi-$Hilfer fractional derivative, we propose a fractional Volterra integral equation and the fractional Volterra integro-differential equation. In this sense, for this new fractional Volterra integro-differential equation, we study the Ulam-Hyers stability and, also, the fractional Volterra integral equation in the Banach space, by means of the Banach fixed-point theorem. As an application, we present the Ulam-Hyers stability using the $\alpha$-resolvent operator in the Sobolev space $W^{ 1,1}(\mathbb{ R}_{ +},\mathbb{ C})$.
Categories: math.CA