由霍尔德函数集生成的集值杨积分和杨微分夹杂的性质

Mariusz Michta, Jerzy Motyl
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引用次数: 0

摘要

目前的研究涉及到由\(\beta \)-Hölder函数族产生的集值杨积分的性质以及由这类积分支配的微分夹杂。这些积分不同于在奥曼意义上构造的经典定值函数的定值积分。手稿中考虑的积分和夹杂作为一种特殊情况,包含由分数布朗运动驱动的集值积分和夹杂。我们的研究侧重于杨微分夹杂解的拓扑性质。特别是,我们证明了所有解的集合在连续函数空间中都是紧凑的。我们还研究了它对初始条件的依赖性以及解的可达集的性质。最后,我们将论文中获得的结果应用于一些由杨微分夹杂驱动的最优性问题。本文讨论了最优解及其可达集的性质。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Properties of set-valued Young integrals and Young differential inclusions generated by sets of Hölder functions

The present studies concern properties of set-valued Young integrals generated by families of \(\beta \)-Hölder functions and differential inclusions governed by such a type of integrals. These integrals differ from classical set-valued integrals of set-valued functions constructed in an Aumann’s sense. Integrals and inclusions considered in the manuscript contain as a particular case set-valued integrals and inclusions driven by a fractional Brownian motion. Our study is focused on topological properties of solutions to Young differential inclusions. In particular, we show that the set of all solutions is compact in the space of continuous functions. We also study its dependence on initial conditions as well as properties of reachable sets of solutions. The results obtained in the paper are finally applied to some optimality problems driven by Young differential inclusions. The properties of optimal solutions and their reachable sets are discussed.

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