\documentclass[reqno]{amsart}
\usepackage{hyperref}

\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2014 (2014), No. 184, pp. 1--13.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2014 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2014/184\hfil Regularity of mild solutions]
{Regularity of mild solutions to fractional Cauchy problems
with Riemann-Liouville fractional derivative}

\author[Y.-N. Li, H.-R. Sun \hfil EJDE-2014/184\hfilneg]
{Ya-Ning Li, Hong-Rui Sun}  % in alphabetical order

\address{Ya-Ning Li \newline
 School of Mathematics and Statistics, Lanzhou University\\
Lanzhou, Gansu 730000, China.\newline
College of Mathematics \& Statistics,
Nanjing University of Information Science \& Technology, Nanjing, 210044, China}
\email{liyn08@lzu.edu.cn}

\address{Hong-Rui Sun \newline
School of Mathematics and Statistics, Lanzhou University\\
Lanzhou, Gansu 730000, China}
\email{hrsun@lzu.edu.cn}

\thanks{Submitted November 29, 2013. Published August 29, 2014.}
\subjclass[2000]{34G10}
\keywords{Fractional drivative; Cauchy problem; Mittag-Leffler function;
 \hfill\break\indent  mild solution}

\begin{abstract}
 As an extension of the fact that a sectorial operator can determine
 an analytic semigroup, we first show that a sectorial operator can
 determine a real analytic $\alpha$-order fractional resolvent which
 is defined in terms of Mittag-Leffler function and the curve integral.
 Then we give some properties of real analytic $\alpha$-order fractional
 resolvent. Finally, based on these properties, we discuss the regularity
 of mild solution of a class of fractional abstract Cauchy problems
 with Riemann-Liouville fractional derivative.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{remark}[theorem]{Remark}
\newtheorem{definition}[theorem]{Definition}
\allowdisplaybreaks


\section{Introduction}

Fractional differential equations are widely and efficiently used to
describe many phenomena arising in viscoelasticity, fractal, porous
media, economic and science. More details on this theory and its
applications can be found in
\cite{AL, DH, G, H, K, Ma, Me, M, Po, T, ZhouYBook}.

Recently, fractional abstract Cauchy problems have attracted much
 attention due to their wide application.
 Bajlekova \cite{B} defined a solution operator which extends the classical
 semigroup to study the fractional
 abstract Cauchy problem. Under the condition that the coefficient
 operator is the generator of a solution operator, some
 authors got the existence and uniqueness of mild solution of the
 inhomogeneous $\alpha$-order abstract Cauchy problem
 \cite{He,LC,LP2,LP}. Under the condition that the
 coefficient operator
generates a $C_0$-semigroup, there is another tool to deal with
the fractional abstract Cauchy problem, it is a new operator
described by the
$C_0$-semigroup and the probability density function.
For more details, we refer to \cite{E,E0,E1,WZ,ZJ,ZJ1,ZYTMNA13}.

 However, these papers considered the fractional abstract Cauchy problem only in
the Cupto's sense. Heymans and Podlubny \cite{Hey}
showed that in some examples from the field of viscoelasticity,
it is possible to attribute physical meaning to
initial conditions expressed in terms of Riemann-Liouville
fractional derivative or integral. Li, Peng and Jia \cite {LP1}
developed an operator theory to study fractional abstract Cauchy
problem with Riemann-Liouville fractional derivative.
They proved that a homogeneous $\alpha$-order Cauchy
problem is well posed if and only if
its coefficient operator is the generator
of an $\alpha$-order fractional resolvent,
and gave sufficient conditions to guarantee the existence and uniqueness
of weak solutions and strong solutions of
an inhomogeneous $\alpha$-order Cauchy problem.
On the other hand, it is well known that a sectorial operator
can determine an analytic semigroup. Thus, it is natural to
ask whether a sectorial operator can determine a real analytic
$\alpha$-order fractional resolvent.

 Our first aim in this paper
 is to show that a sectorial operator of
 angle $\theta\in [0,(1-\frac{\alpha}{2})\pi)$ determines a
 real analytic $\alpha$-order fractional resolvent $\{T_{\alpha}(t)\}_{t\geq0}$
 which is defined in terms of Mittag-Leffler function and the curve
 integral. We also present some properties of $\{T_{\alpha}(t)\}_{t\geq0}$.

Our second purpose is to study the regularity of mild
 solution of an inhomogeneous $\alpha$-order abstract Cauchy
 problem.
 To the best of the authors' knowledge, the regularity of mild
 solution of fractional abstract Cauchy problem is a subject that
 has not been treated in the literature. So, in this paper, we
 will fill the gap in this area.
 We discuss the regularity of mild
 solution of the  problem
\begin{equation}
 \begin{gathered}
 D_t^{\alpha}u(t)+Au(t)=f(t),\quad t\in(0,T],\\
 (g_{2-\alpha}\ast u)(0)=0,\quad (g_{2-\alpha}\ast u)'(0)=x,
 \end{gathered}\label{50}
\end{equation}
 where $1<\alpha<2$,
$A$ is a sectorial operator of angle
 $\theta\in [0,(1-\frac{\alpha}{2})\pi)$, $D_t^{\alpha}$ is the
 $\alpha$-order Riemann-Liouville fractional derivative operator,
 $g_{2-\alpha}(t)=\frac{t^{1-\alpha}}{\Gamma(2-\alpha)}$ for $t>0$ and
 $g_{2-\alpha}(t)=0$ for $t\leq0$,
 $f:[0,T]\to X$, $X$ is a Banach space, $x \in X$.
 We prove that if $f\in
 L^p((0,T);X)$ with $p\in(\frac{1}{\alpha},\frac{1}{\alpha-1})$
 then
 the mild solution of \eqref{50} is H\"{o}lder continuous on
 $(\varepsilon,T]$ for every $\varepsilon>0$. We also
 show that, the H\"older  continuity of
 $f$ ensures that the mild solution $u$ of \eqref{50} is a classical
 solution and $Au,\ D_t^{\alpha}u$ is H\"older continuous.

 The rest of this paper is organized as follows. In Section 2, we
provide some preliminaries of the fractional calculus and the
Mittag-Leffler function. In Section 3, we introduce an operator
family $\{T_{\alpha}(t)\}_{t\geq0}$ and analyze its properties.
 The regularity of mild solution of \eqref{50} is
established in Section 4.

\section{Preliminaries}

  Throughout this paper, let $X$ be a Banach space, $B(X)$
denotes the space of all bounded linear operators from $X$ to $X$.
If $A$ is a closed linear operator, $\rho(A)$ and $\sigma(A)$ denote
the resolvent set and the spectral set of $A$ respectively,
$R(\lambda, A)=(\lambda I-A)^{-1}$ denotes the resolvent operator of
$A$. $L^1(\mathbb{R}^+, X)$ denotes the Banach space of $X$-valued
Bochner integrable functions.

For convenience, we recall the following known
definitions.
By $\ast$ we denote the convolution of functions 
$(f\ast g)(t)=\int_0^tf(t-\tau)g(\tau)d\tau,\ t\geq0$. 
Let $g_{\alpha}(\alpha>0)$ denotes the function 
$$ 
g_{\alpha}(t)=\begin{cases}
 \frac{t^{\alpha-1}}{\Gamma(\alpha)},& t>0,\\
 0,& t\leq 0,
 \end{cases}
$$
and $g_0(t)=\delta_0(t)$, the Dirac delta function.

 The Riemann-Liouville fractional integral of order
$\alpha>0$ of $f$ is defined by
$$
J_t^{\alpha}f(t)=(g_{\alpha}\ast f)(t).
$$
The Riemann-Liouville fractional derivative of order $\alpha>0$ of
$f$ can be written as
$$
D_t^{\alpha}f(t) =\frac{d^m}{dt^m}J_t^{m-\alpha}f(t),
$$
where $m$ is the smallest integer greater than or equal
to $\alpha$. For more details about fractional calculus, we refer
to \cite{K,M,Po,ZhouYBook}.

The Mittag-Leffler function is defined by
$$
E_{\alpha, \beta}(z)=\sum_{n=0}^{\infty}\frac{z^n}
{\Gamma(\alpha n+\beta)},\quad z,\beta\in\mathbb{C},\;\operatorname{Re} \alpha>0.
$$
The Mittag-Leffler function has the
following properties (see \cite{K}):
\begin{gather}
\int_0^{\infty}e^{-\lambda t}t^{\beta-1}E_{\alpha, \beta}(\mu
t^{\alpha})dt=\frac{\lambda^{\alpha-\beta}} {\lambda^{\alpha}-\mu},
\quad \operatorname{Re}\lambda>|\mu|^{1/\alpha}, \label{19}
\\
\frac{d^n}{dt^n}(t^{\alpha-1}E_{\alpha,\alpha}(\mu t^{\alpha}))=
t^{\alpha-n-1}E_{\alpha,\alpha-n}(\mu t^{\alpha}), \quad
n\in\mathbb{Z}^+.\label{4}
\end{gather}
The following lemma gives asymptotic formulae for the Mittag-Leffler
functions.

\begin{lemma}[{\cite[Theorem 1.4]{Po}}] \label{lem2}
If $0<\alpha<2$, $\beta$ is an arbitrary real number, then for an
arbitrary integer $N>1$,
\begin{equation}
E_{\alpha,\beta}(z)
=-\sum_{n=1}^{N-1}\frac{z^{-n}}{\Gamma(\beta-\alpha
n)}+O(|z|^{-N}),\quad \frac{\pi\alpha}{2}<|\arg z|\leq\pi, \label{9}
\end{equation}
as $|z|\to\infty$.
\end{lemma}

\begin{remark} \label{rem1} \rm
Since $\frac{1}{\Gamma(-n)}=0$, $n=0,1,2,\ldots$, from \eqref{9}, we
know if $\beta-\alpha=-n$, $(n=0,1,2,\ldots)$,
\begin{equation}
|E_{\alpha,\beta}(z)|\leq \frac{C}{1+|z|^2},\quad
\frac{\pi\alpha}{2}<|\arg z|\leq\pi,\label{37}
\end{equation}
where $C$ is a real constant.
\end{remark}

Now, we present introduction to sectorial operators.

\begin{definition}[{\cite[Definition 1.2.1]{C}}]  \rm
Let $A$ be a densely defined closed linear operator on Banach space
$X$, then $A$ is called a sectorial operator of angle
$\omega\in[0,\pi)$ ($A\in \operatorname{Sect}(w)$, in short) if
\begin{itemize}
\item[(1)] $\sigma(A)\subseteq\overline{\Sigma_{\omega}}$,
where
\[
\Sigma_{\omega}:=\begin{cases}
\{z\in\mathbb{C}:z\neq0\text{ and } |\arg z|<\omega\},& \omega>0,\\
(0,\infty), & \omega=0,
\end{cases}
\]

\item[(2)] for every $\omega'\in(\omega,\pi)$,
$\sup\{\|zR(z,A)\|:z\in\mathbb{C}\setminus
\overline{\Sigma_{\omega'}}\}<\infty$.
\end{itemize}
\end{definition}

For a closed linear operator $A$ on a Banach space $X$, recall the 
following statement.

\begin{lemma}[{\cite[Proposition 1.1.7]{AB}}] \label{lem3}
Let $A$ be a closed linear operator on $X$ and $I$ be an interval
in $\mathbb{R}$. Let $f:I\to X$ be Bochner integrable.
Suppose that $f(t)\in D(A)$ for $t\in I$ and $Af:I\to X$ is
Bochner integrable. Then $\int_If(t)dt\in D(A)$ and
$A\int_If(t)dt=\int_IAf(t)dt$.
\end{lemma}

The following definition is a direct consequence of 
\cite[Definition 3.1 and Theorem 3.12]{LP1}.

\begin{definition} \rm
Let $A$ be a closed linear operator defined on $X$ and $1\leq \alpha \leq 2$.
 A family
$\{T_{\alpha}(t)\}_{t\geq0}\subset B(X)$ is called an
$\alpha$-order fractional resolvent generated by $A$, if for every
$t\geq0$, $T_{\alpha}(t)$ is strongly continuous and there exists
$\omega\in \mathbb{R}$ such that 
$\{\lambda^{\alpha}:\operatorname{Re}\lambda>\omega\}\subset\rho(A)$ and
$(\lambda^{\alpha}-A)^{-1}x=\int_0^{\infty}e^{-\lambda
t}T_{\alpha}(t)x\,dt$, $\operatorname{Re}\lambda>\omega$, $x\in X$.
\end{definition}

 $\{T_{\alpha}(t)\}_{t\geq0}$ has the following property 
\cite[Proposition 3.7]{LP1}:
If $-A$ is the generator of $\{T_{\alpha}(t)\}_{t\geq0}$,
 then for every $t\geq0$ and $x\in X$,
$(g_{\alpha}\ast T_{\alpha})(t)x\in D(A)$, and
\begin{equation}
T_{\alpha}(t)x=g_{\alpha}(t)x-A(g_{\alpha}\ast T_{\alpha})(t)x.
\label{21}
\end{equation}

Below the letter $C$ denotes various
positive constants, and $C_{\alpha}$ denote various positive
constants depending on $\alpha$.

\section{The operator $T_{\alpha}(t)$}

For the rest of this article, let $1<\alpha<2$, $A\in \operatorname{Sect}(\theta)$
with  $\theta\in [0,(1-\frac{\alpha}{2})\pi)$ and
$0\in\rho(A)$.
Inspired by the expression of an analytic semigroup determined by a
sectorial operator $A$, we introduce an operator family
$\{T_{\alpha}(t)\}_{t\geq0}$ by
\begin{equation}
T_{\alpha}(t)=  \frac{1}{2\pi
i}\int_{\Gamma_{\pi-\theta}}t^{\alpha-1}E_{\alpha,\alpha}(\mu
t^{\alpha})(\mu I+A)^{-1}d\mu, \label{1}
 \end{equation}
where the integral path
$\Gamma_{\pi-\theta}:=\{\mathbb{R}^+e^{i(\pi-\theta)}\}
\cup\{\mathbb{R}^+e^{-i(\pi-\theta)}\}$ is oriented counter
clockwise.
First, we show some basic properties of
$\{T_{\alpha}(t)\}_{t\geq0}$.

\begin{theorem}\label{th1}
For every $t\geq0$, $T_{\alpha}(t)$ is well
defined and $\{T_{\alpha}(t)\}_{t\geq0}$ is a real analytic
$\alpha$-order fractional resolvent. Moreover, there exists a
constant $C_{\alpha}$ such that
\begin{equation}
\|T_{\alpha}(t)\|\leq C_{\alpha}t^{\alpha-1},\quad t\geq0. \label{18}
\end{equation}
\end{theorem}

\begin{proof}
$A\in \operatorname{Sect}(\theta)$ implies that 
$\Sigma_{\pi-\theta}\subset \rho (-A)$ and
\begin{equation}
\|(\mu I+A)^{-1}\|\leq \frac{C}{|\mu|},\quad
 \mu\in\Gamma_{\pi-\theta}\setminus \{0\},\label{3}
\end{equation}
which combines with Remark \ref{rem1}, we can get that, for every
$t\geq0$, $T_{\alpha}(t)$ is
 well defined. For
$\mu\in\Gamma_{\pi-\theta}$, since $(\mu I+A)^{-1}$ is a bounded
linear operator, it is easy to see that $T_{\alpha}(t)$ is also a
bounded linear operator.

Now, we show that $\{T_{\alpha}(t)\}_{t\geq0}$ is an $\alpha$-order
fractional resolvent generated by $-A$. We first show that, for
every $t\geq0$, $T_{\alpha}(t)$ is a strongly continuous operator.
Fix $t_0\geq0$, then for $t>0$, $x\in X$, we have
$$
T_{\alpha}(t)x-T_{\alpha}(t_0)x=\frac{1}{2\pi
i}\int_{\Gamma_{\pi-\theta}}(t^{\alpha-1}E_{\alpha,\alpha}(\mu
t^{\alpha})-t_0^{\alpha-1}E_{\alpha,\alpha}(\mu t_0^{\alpha}))(\mu
I+A)^{-1}xd\mu.
$$ 
Then by the continuity of
$t^{\alpha-1}E_{\alpha,\alpha}(\mu t^{\alpha})$ and the dominated
convergence theorem, we know that 
$\lim_{t\to t_0}T_{\alpha}(t)x=T_{\alpha}(t_0)x$.

Let $\theta_0\in (\frac{\pi}{2}, \frac{\pi-\theta}{\alpha})$,
$\varrho>0$, and
\begin{equation} 
l_{\theta_0}:=\{r e^{-i\theta_0},\varrho\leq
r<\infty\}\cup\{\varrho e^{i\varphi},
|\varphi|<\theta_0\}\cup\{re^{i\theta_0},\varrho\leq r<\infty\}
\label{24}
\end{equation} 
be oriented counter clockwise. Then for 
$\lambda\in l_{\theta_0}$,
$\lambda^{\alpha}\in\Sigma_{\pi-\theta}\subset\rho(-A)$, hence
$\{\lambda^{\alpha}:Re \lambda>\varrho\}\subset \rho(-A)$.
 In view of \eqref{19}, we know that
\begin{equation}
t^{\alpha-1}E_{\alpha,\alpha}(\mu t^{\alpha})=\frac{1}{2\pi i}
\int_{l_{\theta_0}}e^{\lambda
t}(\lambda^{\alpha}-\mu)^{-1}d\lambda,\ \mu\in\Gamma_{\pi-\theta}.
\label{32}
\end{equation}
For $x\in X$, from Fubini's theorem, \eqref{32} and the Cauchy's
integral formula, we see that
\begin{equation}
\begin{aligned}
 T_{\alpha}(t)x
&=\frac{1}{2\pi i}\int_{\Gamma_{\pi-\theta}}
 t^{\alpha-1}E_{\alpha,\alpha}(\mu t^{\alpha})(\mu I+A)^{-1}xd\mu\\
&=\frac{1}{2\pi i}\int_{\Gamma_{\pi-\theta}}\frac{1}{2\pi
i} \int_{l_{\theta_0}}e^{\lambda
t}(\lambda^{\alpha}-\mu)^{-1}d\lambda(\mu I+A)^{-1}xd\mu\\
&=\frac{1}{2\pi i}\int_{l_{\theta_0}}e^{\lambda
t}\frac{1}{2\pi i}\int_{\Gamma_{\pi-\theta}}
(\lambda^{\alpha}-\mu)^{-1}(\mu I+A)^{-1}xd\mu
d\lambda\\
&=\frac{1}{2\pi i}\int_{l_{\theta_0}}e^{\lambda
t}(\lambda^{\alpha}I+A)^{-1}xd\lambda.
\end{aligned} \label{39}
\end{equation}
 Then taking Laplace transform on both sides, we obtain
\begin{equation} \label{add}
(\lambda^{\alpha}I+A)^{-1}x=\int_0^{\infty}e^{-\lambda
t}T_{\alpha}(t)x\,dt,\quad \operatorname{Re}\lambda>\varrho,\; x\in X.
\end{equation}

Next, we prove that the estimate \eqref{18} holds. It is clear that
$T_{\alpha}(0)=0$. For $t>0$,
 in view of \eqref{39} and \eqref{3}, we deduce
 \begin{align*}
 \|T_{\alpha}(t)\|
 &=\|\frac{1}{2\pi i}\int_{l_{\theta_0}}e^{\lambda
 t}(\lambda^{\alpha}I+A)^{-1}d \lambda\|\\
&=\frac{1}{2\pi}
 \|\int_{l'_{\theta_0}}e^{\mu}
 ((\frac{\mu}{t})^{\alpha}I+A)^{-1}\frac{1}{t}d\mu\|\\
&\leq \frac{C}{2\pi}\int_{l'_{\theta_0}}|e^{\mu}|
 \frac{t^{\alpha-1}}{|\mu|^{\alpha}}|d\mu|=C_{\alpha}t^{\alpha-1}.
 \end{align*}

Finally, we verify that $T_{\alpha}(t)$ is real analytic. From the
dominated convergence theorem and \eqref{4}, we have, for 
$n\in \mathbb{N}^+$,
\begin{align*}
T_{\alpha}^{(n)}(t)
&=\frac{1}{2\pi i}\int_{\Gamma_{\pi-\theta}}t^{\alpha-n-1}E_{\alpha,\alpha-n}(\mu
t^{\alpha})(\mu I+A)^{-1}d\mu\\
&=\frac{1}{2\pi i}\int_{\Gamma'_{\pi-\theta}}t^{\alpha-n-1}
E_{\alpha,\alpha-n}(\xi)(\frac{\xi}{t^{\alpha}}
I+A)^{-1}\frac{1}{t^{\alpha}}d\xi.
\end{align*}
This combined with \eqref{3}, yields
\begin{equation}
\|T_{\alpha}^{(n)}(t)\|\leq C_{\alpha}t^{\alpha-n-1},\quad t\geq0.\label{8}
\end{equation}
Let
$\tilde{c}:=\inf_{n\in\mathbb{N}^+}\{C_{\alpha}^{-\frac{1}{n}}\}$,
where $C_{\alpha}$ is given in \eqref{8}. For fixed
$z\in\mathbb{R}^+$, denote
$\tilde{z}:=\inf_{n\in\mathbb{N}^+}\{z^{1+\frac{1-\alpha}{n}}\}$.
Choose $|t-z|\leq K\tilde{c}\tilde{z}$, $0<K<1$, then 
$|t-z|\leq KC_{\alpha}^{-\frac{1}{n}}z^{1+\frac{1-\alpha}{n}}$. 
Thus, the series
$$
T_{\alpha}(z)+\sum_{n=1}^{\infty}\frac{T_{\alpha}^{(n)}(z)}{n!}(t-z)^n
$$
is convergent by means of the operator topology. So $T_{\alpha}(t)$
is real analytic.
\end{proof}

\begin{theorem}\label{th7}
For $t>0$ and $x\in X$, we have  $T_{\alpha}(t)x\in D(A)$ and
$\|AT_{\alpha}(t)\|\leq\frac{C}{t}$.
\end{theorem}

\begin{proof}
From
$A(\lambda^{\alpha}I+A)^{-1}=I-\lambda^{\alpha}(\lambda^{\alpha}I+A)^{-1}$,
for $t> 0$ and $x\in X$, we have
\begin{align*}
&\int_{l_{\theta_0}}e^{\lambda t}A(\lambda^{\alpha}I+A)^{-1}x\,d\lambda\\
&=\int_{l_{\theta_0}}e^{\lambda t}xd\,\lambda
-\int_{l_{\theta_0}}e^{\lambda
t}\lambda^{\alpha}(\lambda^{\alpha}I+A)^{-1}x\,d\lambda\\
&=\int_{l'_{\theta_0}}e^{\mu}\frac{1}{t}xd\mu
-\int_{l'_{\theta_0}}e^{\mu}(\frac{\mu}{t})^{\alpha}
((\frac{\mu}{t})^{\alpha}I+A)^{-1}\frac{1}{t}x\,d\mu,
\end{align*}
 where $l_{\theta_0}$ is given by $\eqref{24}$. 
Since
 $\theta_0<\frac{\pi-\theta}{\alpha}$, for $\mu\in l'_{\theta_0}$,
we have
 $\mu^{\alpha}\in \Sigma_{\pi-\theta}\subset\rho(-A)$, and
 \begin{equation}
 \|((\mu/t)^{\alpha}I+A)^{-1}\|
 \leq\frac{Ct^{\alpha}}{|\mu|^{\alpha}}.
 \end{equation}
 Consequently,
\begin{equation}
\|\int_{l_{\theta_0}}e^{\lambda t}A(\lambda^{\alpha}I+A)^{-1}xd\lambda\|
 \leq\frac{C}{t}
 \int_{l'_{\theta_0}}|e^{\mu}||d\mu|\leq\frac{C}{t}.
 \label{20}
 \end{equation}
 Thus, by \eqref{39}, \eqref{20}, the closeness of $A$
 and Lemma \ref{lem3},
 we conclude that
 for every $x\in X$ and $t>0$, $T_{\alpha}(t)x\in
 D(A)$ and $\|AT_{\alpha}(t)\|\leq\frac{C}{t}$.
\end{proof}

\section{Main results}

In this section, we apply the theory developed in Section 3 to
 discuss the regularity of mild solution of
 the following linear inhomogeneous fractional Cauchy problem
\begin{equation}
 \begin{gathered}
 D_t^{\alpha}u(t)+Au(t)=f(t),\quad t\in(0,T],\\
 (g_{2-\alpha}\ast u)(0)=0,\quad (g_{2-\alpha}\ast u)'(0)=x,
 \end{gathered} \label{5}
 \end{equation}
 where  $f\in L^1((0,T);X)$ and $x \in  X$.

To present definition  of mild solution of problem
 \eqref{5}, we give the following lemmas.

 \begin{lemma}\label{lema1} 
Suppose $u\in C([0,T]; X)$  such that 
$(g_{2-\alpha} \ast u)\in C^2((0,T]; X),  u(t)\in D(A)$
for $t\in[0, T], Au\in L^1((0,T);X)$ and $u$ satisfies \eqref{5}. Then
 \begin{equation}
 u(t)=T_{\alpha}(t)x+ \int_0^tT_{\alpha}(t-s) f(s)ds.
 \label{7}
 \end{equation}
 \end{lemma}

 \begin{proof}
If $u$ satisfies the assumptions, we can write $u$ as
 \begin{equation}
 u(t)=g_{\alpha}(t)x-A(g_{\alpha}\ast u)(t)+(g_{\alpha}\ast f)(t),
 \quad t\in[0,T].  \label{6}
 \end{equation}
Applying the Laplace transform to
 \eqref{6}, then, for $\lambda>0$,
$$
\hat{u}(\lambda)=\lambda^{-\alpha}x -\lambda^{-\alpha}A\hat{u}(\lambda)
+\lambda^{-\alpha}\hat{f}(\lambda);
$$ 
that is
 \begin{equation}
 \hat{u}(\lambda)=(\lambda^{\alpha}I+A)^{-1}x
 +(\lambda^{\alpha}I+A)^{-1}\hat{f}(\lambda),\quad \lambda>0.\label{45}
 \end{equation}
 Then taking inverse Laplace transform to \eqref{45} and by \eqref{add}, we
obtain the conclusion.
 \end{proof}

 \begin{lemma}\label{lem4.2}
If $f\in L^1((0,T);X)$, then the integral $\int_0^tT_{\alpha}(t-s) f(s)\,ds$
exists and defines a continuous function.
 \end{lemma}

 \begin{proof}
 Since $f\in L^1((0,T);X)$, $T_{\alpha}(t)\in B(X)$ for $t\in(0,T)$,
 by \cite[Theorem 1.3.4]{P},
we know that $(T_{\alpha}\ast f)(t)=\int_0^tT_{\alpha}(t-s) f(s)\,ds$
 exists  and defines a continuous function.
 \end{proof}

 \begin{definition}\label{de1} \rm
 The function $u\in C([0,T],X)$ given by
$$
u(t)=T_{\alpha}(t)x+\int_0^tT_{\alpha}(t-s) f(s)ds
$$
is called a mild solution of the Cauchy problem \eqref{5}.
 \end{definition}

By Definition \ref{de1} and Lemma \ref{lema1},
 for $f\in L^1((0,T);X)$, we know the Cauchy
 problem \eqref{5} has a unique mild solution.

\begin{definition} \rm
A function $u\in  C([0,T],X)$ is called a classical solution of \eqref{5}
if $D_t^{\alpha}u\in C((0,T],X)$, and for all
$t\in(0,T]$, $u(t)\in D(A)$ and satisfies \eqref{5}.
 \end{definition}

\begin{theorem}
 Let $u$ be the  mild solution of \eqref{5}. If $f\in L^p((0,T);X)$ with
 $\frac{1}{\alpha}<p<\frac{1}{\alpha-1}$, then $u$ is H\"older continuous with
 exponent $\frac{\alpha p-1}{p}$ on $[\varepsilon,T]$ for every
 $\varepsilon>0$. 
\end{theorem}

\begin{proof}
By \eqref{8}, we have $\|T'_{\alpha}(t)\|\leq C_{\alpha}t^{\alpha-2}$, 
then from the mean value theorem, we know
that $T_{\alpha}(t)x$ is Lipschitz continuous on $[\varepsilon,T]$
for every $\varepsilon>0$. If $\frac{1}{\alpha}<p<1$, we show the
H\"older continuity of $T_{\alpha}(t)x$ at $0$,
$\frac{1}{\alpha}<p<1$ implies that 
$\alpha-1\geq \frac{\alpha p-1}{p}$, thus $\|T_{\alpha}(t)x\|\leq
C_{\alpha}\|x\|t^{\alpha-1}\leq C_{\alpha}\|x\|t^{\frac{\alpha
p-1}{p}}$.

 Now we show that
$v(t):=\int_0^tT_{\alpha}(t-s) f(s)ds$ is H\"older continuous with
exponent $\frac{\alpha p-1}{p}$.
 For $h>0$ and $t\in[0,T-h]$, we have
 \begin{align*}
 v(t+h)-v(t)
 &=\int_0^{t+h}T_{\alpha}(t+h-s)f(s)ds-\int_0^{t}T_{\alpha}(t-s)f(s)ds\\
 &=\int_t^{t+h}T_{\alpha}(t+h-s)f(s)ds
 +\int_0^{t}(T_{\alpha}(t+h-s)-T_{\alpha}(t-s))f(s)ds\\
 &=I_1+I_2.
 \end{align*}
By \eqref{18} and $p>1/\alpha$, we have
 \begin{align*}
 \|I_1\|
&\leq C_{\alpha}\int_t^{t+h}(t+h-s)^{\alpha-1}\|f(s)\|ds\\
&\leq C_{\alpha}\Big(\int_t^{t+h}(t+h-s)^{\frac{p(\alpha-1)}
 {p-1}}ds\Big)^{\frac{p-1}{p}}\|f\|_{L^p}\\
&\leq C_{\alpha}\|f\|_{L^p}h^{\frac{\alpha p-1}{p}}.
 \end{align*}

To estimate $I_2$, we use that \eqref{18} implies 
$$
\|T_{\alpha}(t+h)-T_{\alpha}(t)\|\leq C_{\alpha}T^{\alpha-1}.
$$
On the other hand, from the mean value theorem and \eqref{8}, we
obtain
$$
\|T_{\alpha}(t+h)-T_{\alpha}(t)\|\leq C_{\alpha}t^{\alpha-2}h.
$$
Therefore,
\begin{equation}
\|T_{\alpha}(t+h)-T_{\alpha}(t)\|\leq\mu(h,t):=
C_{\alpha}\min\{T^{\alpha-1},\ t^{\alpha-2}h\}.\label{11}
\end{equation}
Using \eqref{11} and the H\"older's inequality, we have
\begin{align*}
\|I_2\|
&\leq C_{\alpha}\int_0^t\mu(h,t-s)\|f(s)\|ds\\
&\leq C_{\alpha}\|f\|_{L^p}\Big(\int_0^t\mu(h,t-s)
^{\frac{p}{p-1}}ds\Big)^{\frac{p-1}{p}}\\
&= C_{\alpha}\|f\|_{L^p}\Big(\int_0^t\mu(h,\tau)
^{\frac{p}{p-1}}d\tau\Big)^{\frac{p-1}{p}}\\
&\leq C_{\alpha}\|f\|_{L^p}\Big(\int_0^{\infty}
\mu(h,\tau)^{\frac{p}{p-1}}d\tau\Big)^{\frac{p-1}{p}}\\
&=C_{\alpha}\|f\|_{L^p}T^{\alpha-1}h
+C_{\alpha}\|f\|_{L^p}\Big(\int_h^{\infty}\tau
^{\frac{p(\alpha-2)}{p-1}}ds\Big)^{\frac{p-1}{p}}h\\
&=C_{\alpha}\|f\|_{L^p}T^{\alpha-1}h
+C_{\alpha}\|f\|_{L^p}h^{\frac{p\alpha-1}{p}}\\
&\leq C_{\alpha}\|f\|_{L^p}h^{\frac{\alpha p-1}{p}}.
\end{align*}
\end{proof}

 \begin{theorem}\label{th2}
 Suppose $f\in C^{\gamma}([0,T];X)$ for $\gamma\in(0,1)$;
that is,  there is a constant $k>0$ such that 
$$
\|f(t)-f(s)\|\leq  k|t-s|^{\gamma},\ 0<t,s\leq T.
$$
Then for every $x\in X$, the mild solution of \eqref{5} is a
classical solution.
 \end{theorem}

\begin{proof}
We first show that, for $x\in X$, $T_{\alpha}(t)x$ is a classical
solution of \eqref{5} with $f=0$ and $x\in X$.
 By \eqref{21} and Theorem \ref{th7}, we have
\begin{equation}
T_{\alpha}(t)x=g_{\alpha}(t)x-A(g_{\alpha}\ast T_{\alpha})(t)x
=g_{\alpha}(t)x-(g_{\alpha}\ast AT_{\alpha})(t)x,\quad t\geq0,\; x\in X.
\label{23}
\end{equation}
Then \begin{align*}
D_t^{\alpha}T_{\alpha}(t)x
&=\frac{d^2}{dt^2}g_{2-\alpha}\ast \left(g_{\alpha}(t)x-
(g_{\alpha}\ast
AT_{\alpha})(t)x\right)\\
&=\frac{d^2}{dt^2}(g_{2-\alpha}\ast g_{\alpha})(t)x-
\frac{d^2}{dt^2}(g_{2-\alpha}\ast g_{\alpha}\ast
AT_{\alpha})(t)x\\
&=\frac{d^2}{dt^2}g_2(t)x- \frac{d^2}{dt^2}(g_2\ast
AT_{\alpha})(t)x\\&=-AT_{\alpha}(t)x, 
\end{align*}
 and it is clear that
$(g_{2-\alpha}\ast T_{\alpha})(0)x=0$, 
$(g_{2-\alpha}\ast T_{\alpha})'(0)x=x$.

Now, we verify that $v(t):=\int_0^tT_{\alpha}(t-s) f(s)ds$ is a
classical solution of the  problem
\begin{equation}
 \begin{gathered}
 D_t^{\alpha}u(t)+Au(t)=f(t),\quad t\in(0,T],\\
 (g_{2-\alpha}\ast u)(0)=0,\quad (g_{2-\alpha}\ast u)'(0)=0.
 \end{gathered}\label{22}
 \end{equation}
 Lemma \ref{lem4.2} implies $v\in C([0,T];X)$.
It is clear that $v(t)=I_1(t)+I_2(t)$, where
\begin{gather*}
I_1(t)=\int_0^t T_{\alpha}(t-s)(f(s)-f(t))\,ds,\quad 0<t\leq T,\\
I_2(t)=\int_0^tT_{\alpha}(t-s)f(t)\,ds,\ 0<t\leq T.
\end{gather*}
 Firstly, we show  that $v(t)\in D(A)$ for $t\in(0,T]$.

 For fixed $t\in(0,T]$, from Theorem \ref{th7} and H\"older continuity of
 $f$, we have
$$
 \|AT_{\alpha}(t-s)(f(s)-f(t))\|
 \leq\frac{C}{t-s}(t-s)^{\gamma}\in L^1(0,t).
 $$
 According to the closeness of $A$ and Lemma \ref{lem3}, we see 
$I_1(t)\in D(A)$.
To prove the same conclusion for $I_2(t)$, from \eqref{39} and the
Laplace transform property of convolution, we see that
$$
I_2(t)=\int_0^tT_{\alpha}(t-s)f(t)ds=(1\ast T_{\alpha})(t)f(t)=\frac{1}{2\pi
i}\int_{l_{\theta_0}}e^{\lambda
 t}\lambda^{-1}(\lambda^{\alpha}I+A)^{-1}d \lambda.
$$
On the other hand,
\begin{align*}
\int_{l_{\theta_0}}e^{\lambda
 t}\lambda^{-1}A(\lambda^{\alpha}I+A)^{-1}d \lambda
 &=\int_{l_{\theta_0}}e^{\lambda
 t}\lambda^{-1}d \lambda-\int_{l_{\theta_0}}e^{\lambda
 t}\lambda^{\alpha-1}(\lambda^{\alpha}I+A)^{-1}d \lambda\\
 &=\int_{l'_{\theta_0}}e^{\mu}\frac{1}{\mu}d \mu
 -\int_{l'_{\theta_0}}e^{\mu}
 (\frac{\mu}{t})^{\alpha-1}((\frac{\mu}{t})^{\alpha}I+A)^{-1}\frac{1}{t}d
 \mu.
\end{align*}
Thus, by \eqref{3}, we have 
$$
\|\int_{l_{\theta_0}}e^{\lambda
 t}\lambda^{-1}A(\lambda^{\alpha}I+A)^{-1}d \lambda\|
 \leq C\int_{l'_{\theta_0}}|e^{\mu}|\frac{1}{|\mu|}|d \mu|\leq C,
$$
which  implies that the integral $\int_{l_{\theta_0}}e^{\lambda
 t}\lambda^{-1}A(\lambda^{\alpha}I+A)^{-1}d \lambda$ is convergent.
 Then the closeness of $A$ and Lemma \ref{lem3} conclude that
 \begin{equation}
 (1\ast T_{\alpha})(t)x\in D(A),\quad x\in X, \quad\text{and}\quad
 \|A(1\ast  T_{\alpha})(t)\|\leq C.
\label{17}
\end{equation}
 Thus $I_2(t)\in D(A)$.

 Next, we show that $D_t^{\alpha}v\in C((0,T];X)$.
Equality \eqref{23} implies 
 \begin{align*}
 D_t^{\alpha}v(t)
&=\frac{d^2}{dt^2}(g_{2-\alpha}\ast T_{\alpha}\ast  f)(t)\\
&=\frac{d^2}{dt^2}\big((g_{2}\ast f)(t)+(g_{2}\ast AT_{\alpha}\ast f)(t)\big)\\
&=f(t)+A(T_{\alpha}\ast f)(t)\\
&=f(t)+Av(t).
 \end{align*}
Therefore, it remains to prove $Av=AI_1(t)+AI_2(t)\in C((0,T];X)$.
 Since $AI_2(t)=(1\ast T_{\alpha})(t)f(t)$, and from
 the assumption on $f$ and Theorem \ref{th1},
 we see that  $AI_2(t)$  is continuous on $(0,T]$.

 For $AI_1(t)$, if $h>0$ and $t\in(0,T-h]$,
 we have
\begin{equation}
 \begin{aligned}
AI_1(t+h)-AI_1(t)
&=\int_0^tA[T_{\alpha}(t+h-s)-T_{\alpha}(t-s)](f(s)-f(t))ds\\
&\quad +\int_0^{t}AT_{\alpha}(t+h-s)(f(t)-f(t+h))ds\\
&\quad +\int_t^{t+h}AT_{\alpha}(t+h-s)(f(s)-f(t+h))ds\\
&=h_1+h_2+h_3.
 \end{aligned} \label{25}
\end{equation}
For $h_1$,
$$
\lim_{h\to0}AT_{\alpha}(t+h-s)(f(s)-f(t))=AT_{\alpha}(t-s)(f(s)-f(t)),
$$
and from Theorem \ref{th7}, we know
that
$$
\|AT_{\alpha}(t+h-s)(f(s)-f(t))\|
\leq C(t+h-s)^{-1}(t-s)^{\gamma}\leq C(t-s)^{\gamma-1}\in
L^1(0,t).
$$
Thus, by means of the dominated convergence theorem, we
obtain that $h_1\to0$ as $h\to0$.

For $h_2$, we have
\begin{align*}
 \|h_2\|
&=\|\int_0^{t}AT_{\alpha}(t+h-s)(f(t)-f(t+h))\,ds\|\\
&\leq C\int_0^t(t+h-s)^{-1}h^{\gamma}\,ds\\
&=C(\ln(t+h)-\ln h)h^{\gamma},
\end{align*}
so, $h_2\to0$ as $h\to0$. Also
$$
\|h_3\|\leq C\int_t^{t+h}(t+h-s)^{-1}(t+h-s)^{\gamma}ds
=\frac{Ch^{\gamma}}{\gamma}\to0 \quad\text{as } h\to0.
$$ 
Consequently, $Av\in C((0,T];X)$. It is easy to see
that $ (g_{2-\alpha}\ast v)(0)=0$, $(g_{2-\alpha}\ast v)'(0)=0$.
\end{proof}

\begin{lemma}\label{lem1}
Suppose $f\in C^{\gamma}([0,T];X)$ for $\gamma\in(0,1)$, denote
$$
I_1(t):=\int_0^tT_{\alpha}(t-s)(f(s)-f(t))ds,\quad t\in(0,T],
$$
then $I_1(t)\in D(A)$ for $0\leq t\leq T$ and 
$AI_1\in C^{\gamma}([0,T];X)$.
\end{lemma}

\begin{proof}
The fact that $I_1(t)\in D(A)$ for $0\leq t\leq T$ is an immediate
consequence of the proof of Theorem \ref{th2}, so we only need to
prove the H\"older continuity of $AI_1(t)$.

From the dominated convergence theorem and \eqref{4}, we have
\begin{align*}
&\frac{d}{dt}AT_{\alpha}(t)\\
&=\frac{1}{2\pi i}\int_{\Gamma_{\pi-\theta}}t^{\alpha-2}
 E_{\alpha,\alpha-1}(\mu t^{\alpha})A(\mu I+A)^{-1}d\mu\\
&=\frac{1}{2\pi i}\int_{\Gamma_{\pi-\theta}}t^{\alpha-2}
 E_{\alpha,\alpha-1}(\mu t^{\alpha})d\mu
 -\frac{1}{2\pi i}\int_{\Gamma_{\pi-\theta}}t^{\alpha-2}
 E_{\alpha,\alpha-1}(\mu t^{\alpha})\mu(\mu I+A)^{-1}d\mu\\
&=\frac{1}{2\pi i}\int_{\Gamma'_{\pi-\theta}}t^{\alpha-2}
 E_{\alpha,\alpha-1}(\xi) \frac{1}{t^{\alpha}}d\xi
 -\frac{1}{2\pi i}\int_{\Gamma'_{\pi-\theta}}t^{\alpha-2}
 E_{\alpha,\alpha-1}(\xi) 
 \frac{\xi}{t^{\alpha}}(\frac{\xi}{t^{\alpha}}I+A)^{-1}\frac{1}{t^{\alpha}}d\xi.
\end{align*}
In view of \eqref{3}, we deduce that
 \begin{equation}
\|\frac{d}{dt}AT_{\alpha}(t)\|\leq C_{\alpha}t^{-2}, \quad 0<t\leq T.
\label{10}
\end{equation}
Thus, for every $0<s<t\leq T$, we obtain
\begin{equation}
\begin{aligned}
\|AT_{\alpha}(t)-AT_{\alpha}(s)\|
&=\|\int_s^t\frac{d}{d\tau}AT_{\alpha}(\tau)d\tau\|\\
&\leq\int_s^t\|\frac{d}{d\tau}AT_{\alpha}(\tau)\|d\tau\\
&\leq C_{\alpha}\int_s^t\tau^{-2}d\tau=C_{\alpha}t^{-1}s^{-1}(t-s).
\end{aligned} \label{12}
\end{equation}
For $h>0$ and $t\in[0,T-h]$, from \eqref{25}, we know that
\begin{align}
AI_1(t+h)-AI_1(t)=h_1+h_2+h_3. \label{15}
\end{align}
From $f\in C^{\gamma}([0,T];X)$ and \eqref{12}, it follows that
\begin{equation}
\begin{aligned}
\|h_1\|
&\leq \int_0^{t}\|AT_{\alpha}(t+h-s)-AT_{\alpha}(t-s)\|\|f(s)-f(t)\|\,ds\\
&\leq C_{\alpha}h\int_0^t(t+h-s)^{-1}(t-s)^{\gamma-1}\,ds\\
&=C_{\alpha}h\int_0^t(s+h)^{-1}s^{\gamma-1}\,ds\\
&\leq  C_{\alpha}\int_0^h\frac{h}{s+h}s^{\gamma-1}ds+C_{\alpha}\int_h^{\infty}
 \frac{s^{\gamma-1}}{s+h}h\,ds\\
&\leq C_{\alpha}\int_0^hs^{\gamma-1}\,ds+
C_{\alpha}\int_h^{\infty}s^{\gamma-2}h\,ds
 =C_{\alpha}h^{\gamma}. \label{16}
\end{aligned}
\end{equation}
For $h_2$, by Theorem \ref{th7} and the mean value theorem, we have
\begin{equation}
\begin{aligned}
\|h_2\|
&\leq \int_0^t\|AT_{\alpha}(t+h-s)\|\|f(t)-f(t+h)\|\,ds\\
&\leq C\int_0^t(t+h-s)^{-1}\,ds\, h^{\gamma}
= C\int_h^{t+h}s^{-1}\,ds\, h^{\gamma}\\
&=C\frac{t}{\theta t+h}h^{\gamma}\leq\frac{C}{\theta}h^{\gamma},
\end{aligned} \label{13}
\end{equation}
where $\theta\in(0,1)$.

For $h_3$, it follows from Theorem \ref{th7} and the assumption on
$f$, we see that
\begin{equation}
\begin{aligned}
\|h_3\|
&\leq\int_t^{t+h}\|AT_{\alpha}(t+h-s)\|\|f(s)-f(t+h)\|\,ds\\
&\leq C\int_t^{t+h}(t+h-s)^{\gamma-1}\,ds\leq Ch^{\gamma}.
\end{aligned} \label{14}
\end{equation}
Combining \eqref{15} with the estimates \eqref{16}, \eqref{13} and
\eqref{14}, we obtain that $AI_1$ is H\"older continuous with
exponent $\gamma$ on [0,T].
\end{proof}

\begin{theorem} \label{thm4.6}
Suppose $f\in C^{\gamma}([0,T];X)$ for $\gamma\in(0,1)$.
If $u$ is a classical solution of the problem \eqref{5} on $[0,T]$, then
\begin{itemize}
\item[(i)] For every $\varepsilon>0$, $Au\in C^{\gamma}([\varepsilon,T];X)$ and
$D_t^{\alpha}u(t)\in C^{\gamma}([\varepsilon,T];X)$.

\item[(ii)] If $x\in D(A), f(0)=0$, then $Au$ and $D_t^{\alpha}u(t)$
are continuous on $[0,T]$.

\item[(iii)] If $x=0, f(0)=0$, then $Au, D_t^{\alpha}u(t)\in
C^{\gamma}([0,T];X)$.
\end{itemize}
\end{theorem}

\begin{proof} 
(i) If $u$ is a classical
solution of the initial value problem \eqref{5} on $[0,T]$, then
$$
u(t)=T_{\alpha}(t)x+\int_0^tT_{\alpha}(t-s) f(s)ds=T_{\alpha}(t)x+v(t).
$$
By \eqref{10}, we know that $AT_{\alpha}(t)x$ is Lipschitz
continuous on $[\varepsilon,T]$ for every $\varepsilon>0$. So, it
suffices to show that $Av \in C^{\gamma}([\varepsilon,T];X)$. As in
Theorem \ref{th2}, we write $v(t)$ as
$$
v(t)=I_1(t)+I_2(t)
=\int_0^t T_{\alpha}(t-s)(f(s)-f(t))ds+\int_0^tT_{\alpha}(t-s)f(t)ds,
$$
for $0<t\leq T$. 
 It follows from Lemma \ref{lem1} that $AI_1 \in
C^{\gamma}([0,T];X)$. So it remains to verify that $AI_2 \in
C^{\gamma}([\varepsilon,T];X)$ for every $\varepsilon>0$. To this
end, let $ h>0$ and $t\in[\varepsilon,T-h]$, then
\begin{align*}
AI_2(t+h)-AI_2(t)
&=\int_0^{t+h}AT_{\alpha}(t+h-s)f(t+h)\,ds-\int_0^tAT_{\alpha}(t-s)f(t)\,ds\\
&=\int_0^{t+h}AT_{\alpha}(s)f(t+h)\,ds-\int_0^tAT_{\alpha}(s)f(t)\,ds\\
&=\int_0^{t+h}AT_{\alpha}(s)(f(t+h)-f(t))\,ds
+\int_t^{t+h}AT_{\alpha}(s)f(t)\,ds.
\end{align*}
This combined with \eqref{17} yield
\begin{align*}
\| AI_2(t+h)-AI_2(t)\|
&\leq C\|A(1\ast T_{\alpha})(t+h)\|h^{\gamma}+C\int_0^hs^{-1}ds\|f\|_{\infty}\\
&\leq Ch^{\gamma}+\frac{C}{\varepsilon}h\leq Ch^{\gamma},
\end{align*}
where $\|f\|_{\infty}=\max_{0\leq t\leq T} \|f(t)\|$.

(ii) If $x\in D(A)$, then $AT_{\alpha}(t)x\in C([0,T];X)$. By Lemma \ref{lem1} and
$(i)$, we know that $AI_1 \in C^{\gamma}([0,T];X)$, $AI_2 \in
C^{\gamma}([\varepsilon,T];X)$. We need to show that $AI_2$ is
continuous at $t=0$. Since $f(0)=0$ and \eqref{17}, we have
$\|AI_2(t)\|\leq \|(1\ast T_{\alpha})(t)\|\|f(t)\|\leq C
\|f(t)\|\to 0$ as $t\to0$. This completes $(ii)$.

(iii) We only to show that $AI_2\in C^{\gamma}([0,T];X)$.
\begin{align*}
&\|AI_2(t+h)-AI_2(t)\|\\
&\leq \|\int_0^{t+h}AT_{\alpha}(s)(f(t+h)-f(t))\,ds\|
+\|\int_t^{t+h}AT_{\alpha}(s)f(t)\,ds\|\\
&\leq \|(1\ast AT_{\alpha})(t+h)\|\|f(t+h)-f(t)\|\,ds
+\int_t^{t+h}\|AT_{\alpha}(s)\|\|f(t)-f(0)\|ds\\
&\leq Ch^{\gamma}+\int_t^{t+h}s^{-1}t^{\gamma}\,ds
 \leq Ch^{\gamma}+\int_t^{t+h}s^{\gamma-1}\,ds\\
&\leq Ch^{\gamma}+\int_0^{h}(t+s)^{\gamma-1}\,ds
 \leq Ch^{\gamma}+\int_0^{h}s^{\gamma-1}\,ds\\
&\leq Ch^{\gamma}.
\end{align*}
\end{proof}

\subsection*{Acknowledgments}
This research was supported by the program for New Century Excellent
Talents in University (NECT-12-0246) and FRFCU (lzujbky-2013-k02).

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\end{document}
