The most likely path of a differential inclusion

Ordinary differential inclusions (34A60) Ordinary differential equations and systems with randomness (34F05) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Filtering in stochastic control theory (93E11)

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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).

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