The purpose of this paper is to investigate the existence of solutions to the following initial value problem for nonlinear fractional differential equation involving Caputo sequential fractional derivative D-c(0)alpha 2(vertical bar D-c(0)alpha 1 y(x)vertical bar(p-2c) D-0(alpha 1) y(x) = f(x, y(x)), x > 0, y(0) = b(0), D-c(0)alpha 1 y(0) = b(1), where D-c(0)alpha 1, D-c(0)alpha 2 are Caputo fractional derivatives, 0 < alpha 1, alpha 2 <= 1, p > 1, and b(0), b(1) is an element of R. Local existence of solutions is established by employing Schauder fixed point theorem. Then a growth condition imposed to f guarantees not only the global existence of solutions on the interval [0, +infinity), but also the fact that the intervals of existence of solutions with any fixed initial value can be extended to [0, +infinity). Three illustrative examples are also presented. Existence results for initial value problems of ordinary differential equations with p-Laplacian on the half-axis follow as a special case of our results.