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Selection Properties and Set-Valued Young Integrals of Set-Valued Functions
Results in Mathematics ( IF 2.2 ) Pub Date : 2020-10-13 , DOI: 10.1007/s00025-020-01284-3
Mariusz Michta , Jerzy Motyl

The paper deals with some selection properties of set-valued functions and different types of set-valued integrals of a Young type. Such integrals are considered for classes of Holder continuous or with bounded Young p-variation set-valued functions. Two different cases are considered, namely set-valued functions with convex values and without convexity assumptions. The integrals contain as a particular case set-valued stochastic integrals with respect to a fractional Brownian motion, and therefore, their properties are crucial for the investigation of solutions to stochastic differential inclusions driven by a fractional Brownian motion.

中文翻译:

集值函数的选择性质和集值杨积分

论文讨论了集合值函数的一些选择性质和不同类型的杨型集合值积分。对于 Holder 连续类或具有有界 Young p-variation 集值函数,考虑此类积分。考虑了两种不同的情况,即具有凸值和没有凸性假设的集值函数。积分包含作为特殊情况的关于分数布朗运动的集合值随机积分,因此,它们的性质对于研究由分数布朗运动驱动的随机微分夹杂物的解决方案至关重要。
更新日期:2020-10-13
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