Set-Valued Functions of Bounded Generalized Variation and Set-Valued Young Integrals

被引：3

作者：

Michta, Mariusz ^{[1
]}

Motyl, Jerzy ^{[1
]}

机构：

[1] Univ Zielona Gora, Fac Math Comp Sci & Econometr, Szafrana 4a, PL-65516 Zielona Gora, Poland

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2022年 / 35卷 / 01期

关键词：

Holder continuity; Set-valued function; Set-valued Riesz p-variation; Set-valued Young integral; Selection; Generalized Steiner center; DIFFERENTIAL-EQUATIONS DRIVEN; MAPS;

D O I：

10.1007/s10959-020-01059-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The paper deals with some properties of set-valued functions having bounded Riesz p-variation. Set-valued integrals of Young type for such multifunctions are introduced. Selection results and properties of such set-valued 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.

引用

页码：528 / 549

页数：22

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