A Gronwall inequality and the Cauchy-type problem by means of ψ-Hilfer operator

In this paper, we propose a generalized Gronwall inequality through the fractional integral with respect to another function. The Cauchy-type problem for a nonlinear differential equation involving the $\psi$-Hilfer fractional derivative and the existence and uniqueness of solutions are discussed. Finally, through generalized Gronwall inequality, we prove the continuous dependence of data on the Cauchy-type problem.