Extended fermionic $p$-adic integrals on $\mathbb{Z}_p$

In the paper, using the extended fermionic $p$-adic integral on $\mathbb{Z}_p$, the authors find some applications of the umbral calculus. From these applications, the authors derive some identities on the weighted Euler numbers and polynomials. In other words, the authors investigate systematically the class of Sheffer sequences in connection with the generating function of the weighted Euler polynomials.