“…Since fractional order differential equations can describe many natural phenomena with long-time behavior such as abnormal dispersion, analytical chemistry, biological sciences, artificial neural network, time-frequency analysis, and so on, the theories of fractional calculus have attracted the attention of a large number of mathematical researchers [5][6][7][8][9][10][11][12][13][14][15][16][17][18][19][20]. The classical fractional integrals and derivatives are only convolutions by using a power law, such as the Riemann-Liouville fractional derivatives [21][22][23], the Caputo fractional derivatives [24,25], the Hilfer fractional derivative [26], the Atangana-Baleanu-Caputo fractional derivative [27], Hadamard fractional derivatives [28,29], and so on, which fail to model the limits of random walk if they have an exponentially tempered jump distribution [30] exhibiting the semi-heavy tails or semi-long range dependence.…”