About the convergence type of improper integrals defining fractional derivatives

This article continues the analysis of the class of fractionally differentiable functions. We complete the main result of [4] that characterises the class of fractionally differentiable functions in terms of the pointwise convergence of certain improper integrals containing these functions. Our aim is to present an example, which shows that in order to obtain all fractionally differentiable functions, one may not replace the conditional convergence of those integrals by their absolute convergence.