I have stumbled across the functions $$\mathrm{Gi}_s^{p,q}(x)=\sum_{n\geq0}\frac{x^{pn+q}}{(pn+q)^s}$$ And I would like to know where I can learn more about them.
These functions are interesting because they include certain other special functions as special cases.
For example, the polylogarithms: $$\mathrm{Li}_s(x)=\mathrm{Gi}_s^{1,1}(x)$$ and the inverse tangent integrals: $$\mathrm{Ti}_s(x)=-i\cdot\mathrm{Gi}_s^{2,1}(ix)$$ and the interesting relation $$\mathrm{Gi}_s^{p,p}(x)=\frac1{p^s}\mathrm{Li}_s(x^p)$$ As well as the Hurwitz zeta function: $$\mathrm{Gi}_s^{1,q}(1)=\zeta(s,q)$$ And similarily, a relation to the Lerch Transcendent: $$\Phi(z,s,\alpha)=\frac1{z^\alpha}\mathrm{Gi}_s^{1,\alpha}(z)$$
What I've found out so far is detailed below.
A hyper-geometric representation
We may note that $$\mathrm{Gi}_s^{p,q}(x)=x^q\sum_{n\geq0}\frac{\Gamma(n+1)}{(pn+q)^s}\frac{x^{pn}}{n!}$$ Setting $$t_n=\frac{\Gamma(n+1)}{(pn+q)^s}$$ We have that $$\frac{t_{n+1}}{t_n}=\frac{(n+1)(n+q/p)^s}{(n+q/p+1)^s}$$ so we have that $$\mathrm{Gi}_s^{p,q}(x)=x^q\,_{s+1}F_{s}\left(1,\frac{q}{p},...,\frac{q}{p};1+\frac{q}{p},...,1+\frac{q}{p};x^p\right)$$
A recurrence
We may notice that $$\begin{align} \frac{\partial}{\partial x}\mathrm{Gi}_s^{p,q}(x)&=\sum_{n\geq0}\frac{x^{pn+q-1}}{(pn+q)^{s-1}}\\ &=\frac1x\sum_{n\geq0}\frac{x^{pn+q}}{(pn+q)^{s-1}}\\ &=\frac1x\mathrm{Gi}_{s-1}^{p,q}(x)\\ \end{align}$$ So we of course have the $\mathrm{Li}$-style recurrence $$\mathrm{Gi}_s^{p,q}(x)=\int_0^x \frac{\mathrm{Gi}_{s-1}^{p,q}(t)}{t}\mathrm dt$$ With the easily shown base case of $$\mathrm{Gi}_0^{p,q}(x)=\frac{x^q}{1-x^p}$$ from which the recursive definitions of $\mathrm{Ti}$ and $\mathrm{Li}$ follow.
We may also consider the function $$\mathrm{Fi}_s^{p,q}(x)=\sum_{n\geq0}(-1)^n\frac{x^{pn+q}}{(pn+q)^s}$$ And by defining $\lambda_p=\exp\frac{i\pi}{p}$, we have $$\mathrm{Gi}_s^{p,q}(\lambda_p x)=\lambda_{p}^{q}\mathrm{Fi}_s^{p,q}(x)$$