Set-valued functions of bounded generalized variation and set-valued Young integrals

DOI10.1007/S10959-020-01059-0MaRDI QIDQ6353290arXivWikidataFDO

Authors Mariusz Michta, Jerzy Motyl

Publication date 9 November 2020

Published in arXiv

Full work available at URL https://doi.org/10.1007/S10959-020-01059-0

Mathematics Subject Classification ID

Functions of bounded variation, generalizations (26A45) Set-valued functions (26E25) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Set-valued and variational analysis (49J53) Set-valued maps in general topology (54C60)

arXiv classification

math.FAmath.PR

Abstract: 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.

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