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 $alpha$-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, $gamma$-Holder 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 $alphain left(frac{1}{3},frac{1}{2}right]$, 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.