Selection properties and set-valued Young integrals of set-valued functions (Q2210822)
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English | Selection properties and set-valued Young integrals of set-valued functions |
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Selection properties and set-valued Young integrals of set-valued functions (English)
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8 November 2020
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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 Hölder 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.
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Hölder-continuity
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set-valued function
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set-valued Young and Riesz p-variation
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set-valued Young integral
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selection
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generalized Steiner center
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