Ir al contenido

Documat


Solution Sets for Young Differential Inclusions

  • Mariusz Michta [1] ; Jerzy Motyl [1]
    1. [1] University of Zielona Góra
  • Localización: Qualitative theory of dynamical systems, ISSN 1575-5460, Vol. 22, Nº 4, 2023
  • Idioma: inglés
  • Enlaces
  • Resumen
    • The paper deals with some properties of solutions of differential inclusions driven by set-valued integrals of a Young type. The existence of solutions, boundedness, closedness of the set of solutions and continuous dependence type results are considered. These inclusions contain as a particular case set-valued stochastic inclusions with respect to a fractional Brownian motion (fBm), and therefore, their properties are crucial for investigation the properties of solutions of fBm stochastic differential inclusions.

  • Referencias bibliográficas
    • 1. Aubin, J.P., Cellina, A.: Differential inclusions. Springer, Berlin (1984)
    • 2. Aubin, J.P., Frankowska, H.: Set-valued analysis. Birkhäuser, Basel (1990)
    • 3. Aumann, R.J.: Integrals of set-valued functions. J. Math. Anal. Appl. 12, 1–12 (1965)
    • 4. Bailleul, I., Brault, A., Coutin, L.: Young and rough differential inclusions, Revista Mat. Iberoamer. Eur. Math. Soc. 37(4), 1489–1512...
    • 5. Baier, R., Farkhi, E.: Regularity and integration of set-valued maps represented by generalized Steiner points. Set-valued Anal. 15, 185–207...
    • 6. Bhaskar, T.G., Lakshmikantham, V., Devi, J.V.: Nonlinear variation of parameters formula for set differential equations in metric space....
    • 7. Coutin, L., Qian, Z.: Stochastic analysis, rough paths analysis and fractional Brownian motions. Probab. Theory Related Fields 122, 108–140...
    • 8. Coutin, L., Nicolas, M., DeFitte, P.: On a set-valued Young integral with applications to differential inclusions. J. Math. Anal. Appl....
    • 9. Dentcheva, D.: Differentiable selections and Castaing representations of multifunctions. J. Math. Anal. Appl. 223, 371–396 (1998)
    • 10. Friz, P.K., Victoir, N.B.: Multidimensional stochastic processes as rough paths: theory and applications, Cambridge Studies in Advanced...
    • 11. Friz, P.K., Zhang, H.: Differential equations driven by rough paths with jumps. J. Differ. Equ. 264, 6226–6301 (2018)
    • 12. Fryszkowski, A.: Carathéodory type Selectors of Set-valued Maps of Two Variables. Bull. de L’Acad. Polonaise des Sciences ser. Math. 25(1),...
    • 13. Djebali, S., Górniewicz, L., Ouahab, A.: Solutions sets for differential equations and inclusions. Series in Nonlin. Anal. Appl, De Gruyter...
    • 14. Hiai, F., Umegaki, H.: Integrals, conditional expectations and martingales for multivalued functions. J. Multivar. Anal. 7(1), 149–182...
    • 15. Kisielewicz, M.: Differential inclusions and optimal control. Kluwer Acad. Publ, Dordrecht (1991)
    • 16. Kisielewicz, M.: Stochastic differential inclusions and applications. Springer, Berlin (2013)
    • 17. Kisielewicz, M.: Set-valued stochastic integrals and applications. Springer, Berlin (2020)
    • 18. Krabs, W.: Matematische Modellierung: eine Eienführung in die Problematik. Springer, Berlin (1997)
    • 19. Lakshmikantham, V., Gnana Bhaskar, T., Vasundhara Devi, J.: Theory of set differential equations in a metric space. Cambridge Scientific...
    • 20. Lejay, A.: Controlled differential equations as Young integrals: a simple approach. J. Differ. Equ. 249, 1777–1798 (2010)
    • 21. Lyons, T.: Differential equations driven by rough signals. Rev. Mat. Iberoam. 14, 215–310 (1998)
    • 22. Michta, M., Motyl, J.: Selection properties and set-valued young integrals of set-valued functions. Results Math. 75, 164 (2020)
    • 23. Michta, M., Motyl, J.: Set-valued functions of bounded generalized variation and set-valued young integrals. J. Theor. Probab. 35, 528–549...
    • 24. Naghshineh, O., Zangeneh, B.Z.: Existence and measurability of the solution of the stochastic differential equations driven by fractional...
    • 25. Nualart, D.: The Malliavin calculus and related topics. Springer, Berlin (2006)
    • 26. Samko, S.G., Kilbas, A.A., Marichev, O.I.: Fractional integrals and derivatives. Theory and applications. Gordon and Breach Science Publishers,...
    • 27. Swan, G.W.: Applications of optimal control in biomedicine (1984)
    • 28. Tolstonogov, A.A.: Differential inclusions in a Banach space. Kluwer Acad. Publ, Dordrecht (2000)
    • 29. Young, L.S.: An inequality of the Hölder type connected with Stieltjes integration. Acta Math. 67, 251–282 (1936)

Fundación Dialnet

Mi Documat

Opciones de artículo

Opciones de compartir

Opciones de entorno