On the problem of stochastic differential inclusions

1991 ◽  
Vol 53 (4) ◽  
pp. 398-403 ◽  
Author(s):  
T. N. Kravets
Keyword(s):  
Differential Inclusions ◽  
Stochastic Differential Inclusions

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

2020 ◽  
Author(s):  
Mariusz Michta ◽  
Jerzy Motyl
Keyword(s):  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Differential Inclusions ◽  
Stochastic Integrals ◽  
Stochastic Differential Inclusions ◽  
Generalized Variation

AbstractThe 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.

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