Extension of the standard construction of the Kadomtsev-Petviashvili (
KP) hierarchy by the use of Riemann-Liouville integral is given. In co
nsequence we obtain the new classes of integer as well as fractional g
raded KP hierarchies, which are further investigated. The fractional c
alculus leads to the new generalization of the w(infinity) algebra. (C
) 1995 American Institute of Physics.