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We present 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. This restricted… Click to show full abstract
We present 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. This restricted Aumann integral has continuity properties that allow for numerical approximation as well as an existence theorem for an abstract stochastic differential inclusion. This is applied to concrete examples of first order and second order stochastic differential inclusions directed by fractional Brownian motion.
Keywords:
applications differential;
differential inclusions;
valued young;
young integral;
set valued;
integral applications
Journal Title: Journal of Mathematical Analysis and Applications
Year Published: 2022
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Journal Title: Journal of Mathematical Analysis and Applications
Year Published: 2022
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!