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

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.

Selection Properties and Set-Valued Young Integrals of Set-Valued Functions

The paper deals with some selection properties of set-valued functions and different types of set-valued integrals of a Young type. Such integrals are considered for classes of Hölder continuous or with bounded Young p-variation set-valued functions. Two different cases are considered, namely set-valued functions with convex values and without convexity assumptions. The 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.

Further results on the arcwise connectedness of solution sets of discontinuous quantum stochastic differential inclusions

In the framework of the Hudson–Parthasarathy quantum stochastic calculus, we employ a recent generalization of the Michael selection results in the present noncommutative settings to prove that the function space of the matrix elements of solutions to discontinuous quantum stochastic differential inclusion (DQSDI) is arcwise connected.