Integral inequalities involving many fractional integral operators are used to solve various fractional differential equations. In the present paper, we will generalize the Hermite–Jensen–Mercer-type inequalities for an h-convex function via a Caputo–Fabrizio fractional integral. We develop some novel Caputo–Fabrizio fractional integral inequalities. We also present Caputo–Fabrizio fractional integral identities for differentiable mapping, and these will be used to give estimates for some fractional Hermite–Jensen–Mercer-type inequalities. Some familiar results are recaptured as special cases of our results.

In the present research, we introduce the notion of convex stochastic processes namely; strongly p-convex stochastic processes. We establish a generalized version of Ostrowski-type integral inequalities for strongly p-convex stochastic processes in the setting of a generalized k-fractional Hilfer–Katugampola derivative by using the Hölder and power-mean inequalities. By using our main results, we derived some known results as special cases and many well-known existing results are also recaptured. It is assumed that this research will offer new guidelines in fractional calculus.