On a set-valued Young integral with applications to differential inclusions (Q831466)
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| Language | Label | Description | Also known as |
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| English | On a set-valued Young integral with applications to differential inclusions |
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On a set-valued Young integral with applications to differential inclusions (English)
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23 March 2022
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In this paper, a new Aumann-like integral for a Hölder multifunction with respect to a Hölder signal, based on the Young integral of a particular set of Hölder selections, is proposed. Several concrete examples of first order and second order stochastic differential inclusions directed by fractional Brownian motion are provided.
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set-valued integral
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Aumann integral
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Young integral
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