Set-valued functions of bounded generalized variation and set-valued Young integrals
Probability
2020-11-10 v1 Functional Analysis
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.
Cite
@article{arxiv.2011.04285,
title = {Set-valued functions of bounded generalized variation and set-valued Young integrals},
author = {Mariusz Michta and Jerzy Motyl},
journal= {arXiv preprint arXiv:2011.04285},
year = {2020}
}
Comments
22 pages. To be published in Journal of Theoretical Probability