English

Young and rough differential inclusions

Classical Analysis and ODEs 2020-08-28 v3

Abstract

We define in this work a notion of Young differential inclusion dztF(zt)dxt, dz_t \in F(z_t)dx_t, for an α\alpha-Holder control xx, with α>1/2\alpha>1/2, and give an existence result for such a differential system. As a by-product of our proof, we show that a bounded, compact-valued, γ\gamma-H\"older continuous set-valued map on the interval [0,1][0,1] has a selection with finite pp-variation, for p>1/γp>1/\gamma. We also give a notion of solution to the rough differential inclusion dztF(zt)dt+G(zt)dXt, dz_t \in F(z_t)dt + G(z_t)d{\bf X}_t, for an α\alpha-Holder rough path X\bf X with α(13,12]\alpha\in \left(\frac{1}{3},\frac{1}{2}\right], a set-valued map FF and a single-valued one form GG. Then, we prove the existence of a solution to the inclusion when FF is bounded and lower semi-continuous with compact values, or upper semi-continuous with compact and convex values.

Keywords

Cite

@article{arxiv.1812.06727,
  title  = {Young and rough differential inclusions},
  author = {I. Bailleul and A. Brault and L. Coutin},
  journal= {arXiv preprint arXiv:1812.06727},
  year   = {2020}
}

Comments

v.3: 22 pages. Final version

R2 v1 2026-06-23T06:44:27.112Z