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In this paper, using the Riemann-Liouville fractional integral with respect to another function and the Hilfer fractional derivative, we propose a fractional Volterra integral equation and the fractional Volterra integro-differential equation. In this sense, for this new fractional Volterra integro-differential equation, we study the Ulam-Hyers stability and, also, the fractional Volterra integral equation in the Banach space, by means of the Banach fixed-point theorem. As an application, we present the Ulam-Hyers stability using the -resolvent operator in the Sobolev space .

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