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Set-Valued Functions of Bounded Generalized Variation and Set-Valued Young Integrals
Journal of Theoretical Probability ( IF 0.8 ) Pub Date : 2020-12-08 , DOI: 10.1007/s10959-020-01059-0
Mariusz Michta , Jerzy Motyl

The paper deals with some properties of set-valued functions having a bounded Riesz p-variation. Set-valued integrals of a Young type for such multifunctions are introduced. Selection results and properties of such setvalued integrals are discussed. These 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:

有界广义变分的集值函数和集值杨积分

该论文讨论了具有有界 Riesz p-variation 的集值函数的一些性质。介绍了此类多功能的 Young 类型的集合值积分。讨论了这种定值积分的选择结果和性质。这些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:2020-12-08
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