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We introduce a new family of function spaces, the fractional generalized Sobolev-Orlicz spaces , where is a generalized -function satisfying the and conditions for , as an extension of the Lions-Calderón spaces (also known as Bessel potential spaces) when to the generalized Orlicz framework. We obtain some continuous and compact embeddings for these spaces and study the continuous dependence of the Riesz fractional gradient with respect to as . Finally, we apply these results to study the existence, uniqueness and continuous dependence of a family of partial differential equations depending on the Riesz fractional gradient as .

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