“…First, consider the following linear fractional integro‐differential equation: where the state vector , A is an n × n matrix, H is an n × n continuous matrix, and f ( t ) is a continuous function. By Laplace transformation approach, we have the following solution : where R α ( t ) is an n × n matrix satisfying the condition stated in , and Next, consider the linear neutral fractional Volterra integro‐differential equation of the following form: …”