Young and rough differential inclusions
Young and rough differential inclusions
We define in this work a notion of Young differential inclusion dz_t \in F(z_t)\,dx_t, for an \alpha -Hölder control x , with \alpha > 1/2 , and give an existence result for such a differential system. As a by-product of our proof, we show that a bounded, compact-valued, \gamma -Hölder …