Young and rough differential inclusions

Abstract

We define in this work a notion of Young differential inclusion $$ dz_t \in F(z_t)dx_t, $$ for an $\alpha$-Holder 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, $\gamma$-H\"older continuous set-valued map on the interval $[0,1]$ has a selection with finite $p$-variation, for $p>1/\gamma$. We also give a notion of solution to the rough differential inclusion $$ dz_t \in F(z_t)dt + G(z_t)d{\bf X}_t, $$ for an $\alpha$-Holder rough path $\bf X$ with $\alpha\in \left(\frac{1}{3},\frac{1}{2}\right]$, a set-valued map $F$ and a single-valued one form $G$. Then, we prove the existence of a solution to the inclusion when $F$ is bounded and lower semi-continuous with compact values, or upper semi-continuous with compact and convex values.