On a set-valued Young integral with applications to differential inclusions

DOI10.1016/j.jmaa.2022.126104zbMath1503.28012arXiv2106.04006OpenAlexW3172680451MaRDI QIDQ831466

Nicolas Marie, Laure Coutin, Paul Raynaud de Fitte

Publication date: 23 March 2022

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.04006

zbMATH Keywords

Aumann integralset-valued integralYoung integral

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

Related Items (1)

Solution sets for Young differential inclusions

Cites Work

• Remarks on unboundedness of set-valued Itô stochastic integrals
• Some properties of set-valued stochastic integrals
• Existence of solutions of stochastic differential inclusions with standard and fractional Brownian motions
• The Steiner point in infinite dimensions
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• The Demyanov metric and some other metrics in the family of convex sets
• Set-valued stochastic integrals and applications
• Young and rough differential inclusions
• Selection properties and set-valued Young integrals of set-valued functions
• Integrals of set-valued functions
• Regularity and integration of set-valued maps represented by generalized Steiner points
• Sur la fonction d'appui des ensembles convexes dans un espace localement convexe
• The Malliavin Calculus and Related Topics
• Multidimensional Stochastic Processes as Rough Paths
• Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
• Set-valued stochastic intergrals and stochastic inclutions¹
• Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming
• On Set-Valued Stochastic Integrals
• Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks
• Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions
• Selection theorems for set-valued stochastic integrals
• An Embedding Theorem for Spaces of Convex Sets
• Set-valued analysis
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