Geodesic
Linear fractional differential equation with variable coefficients I
Bulletin de l'Académie serbe des sciences. Classe des sciences mathématiques et naturelles, Tome 38 (2013) no. 1.

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We give the existence and the analytic form of the solutions to the linear fractional differential equations in which coefficients are bounded function on $[0,b]$. The method which is used is based on the theory of Volterra's integral equations. 
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     title = {Linear fractional differential equation with  variable coefficients {I}},
     journal = {Bulletin de l'Acad\'emie serbe des sciences. Classe des sciences math\'ematiques et naturelles},
     pages = {27 - 42},
     publisher = {mathdoc},
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T. M. Atanacković; B. Stanković. Linear fractional differential equation with  variable coefficients I. Bulletin de l'Académie serbe des sciences. Classe des sciences mathématiques et naturelles, Tome 38 (2013) no. 1. http://geodesic.mathdoc.fr/item/BASS_2013_38_1_a2/