Set-valued functions of bounded generalized variation and set-valued\n Young integrals

2020/11/09 by Mariusz Michta, Michta, Mariusz, Jerzy Motyl +1
Mathematics · #Fuzzy Systems and Optimization

paper · pdf · doi:10.48550/arxiv.2011.04285

Abstract

The paper deals with some properties of set-valued functions having a bounded\nRiesz p-variation. Set-valued integrals of a Young type for such multifunctions\nare introduced. Selection results and properties of such setvalued integrals\nare discussed. These integrals contain as a particular case set-valued\nstochastic integrals with respect to a fractional Brownian motion, and\ntherefore, their properties are crucial for the investigation of solutions to\nstochastic differential inclusions driven by a fractional Brownian motion.\n

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