L\'evy walks represent important modeling tools for variety of real life processes. Their natural scaling limits are known to be described by the so-called material fractional derivatives. So far these scaling limits were derived for spatially homogeneous walks, where Fourier and Laplace transforms represent natural tools of analysis. Here we derive the corresponding limiting equations in the case of position depending times and velocities of walks, where Fourier transforms cannot be effectively applied. In fact, we derive three different limits (specified by the way the process is stopped at an attempt to cross the boundary), leading to three different multi-dimensional versions of Caputo-Dzherbashian derivatives, which correspond to different boundary conditions for the generators of the related Feller semigroups and processes. Some other extensions and generalisations are analysed.

In this paper we suggest a first ever construction of fractional integral and differential operators based on signed measures including a vector-valued case. The study focuses on constructing the fractional power of the Riemann-Stieltjes integral with a signed measure, using semigroup theory. The main result is a theorem that provides the exact form of a semigroup for the Riemann-Stieltjes integral with a measure having a countable number of extrema. The article provides examples of semigroups based on integral operators with signed measures and discusses the fractional powers of differential operators with partial derivatives.