This paper is motivated by some papers treating the fractional derivatives. We introduce a new definition of fractional derivative which obeys classical properties including linearity, product rule, quotient rule, power rule, chain rule, Rolle’s theorem, and the mean value theorem. The definition
D
α
f
t
=
lim
h
⟶
0
f
t
+
h
e
α
−
1
t
−
f
t
/
h
,
for all
t
>
0
, and
α
∈
0,1
. If
α
=
0
, this definition coincides to the classical definition of the first order of the function
f
.