Smoothness Properties of Solutions of Caputo-Type Fractional Differential Equations

We consider ordinary fractional differential equations with Caputo-type differential operators with smooth right-hand sides. In various places in the literature one can find the statement that such equations cannot have smooth solutions. We prove that this is wrong, and we give a full characterization of the situations where smooth solutions exist. The results can be extended to a class of weakly singular Volterra integral equations.