The most likely path of a differential inclusion (Q1813342): Difference between revisions

Differential inclusions (1) \(x'\in F(x)\) have usually many solutions, even if an initial condition is fixed. The author defines a criterion of the likelihood of solutions. This is done on the basis of a measure of non-compactness in the set of derivatives of solutions, namely \(L(u)=\lim_{\varepsilon\to 0}\beta\{v':v\in{\mathcal F}\cap B(u,\varepsilon)\}\), where \(\beta\) is the Hausdorff measure of non- compactness in \(L^ 2\), \(\mathcal F\) is the set of solutions of (1), \(u\in\mathcal F\). The main result of the paper consists in proving the formula \(L(u)=\| h(u',F(u)\|_{L^ 2}\), where \[ h(\omega,\Omega)=\sup\left\{\left(\int^ 1_ 0| f(\xi)- \omega|^ 2d\xi\right)^{1/2}:f:[0,1]\to\Omega,\quad \int^ 1_ 0f(\xi)d\xi=\omega\right\}. \] Next, using the notion of likelihood, the author defines the prediction, filtering and estimation problems (no probability comes into it).