Set valued functions in Fréchet spaces: Continuity, Hukuhara differentiability and applications to set differential equations

The set Kc(F) of compact convex subsets of a Fréchet space F is studied in detail and is realized as a projective limit of metric spaces. The notion of Hausdorff metric on it is replaced by a family of corresponding “semi-metrics” which provide the necessary background for the support of continuity and Lipschitz continuity. Finally the notion of Hukuhara derivative suited to our study is developed. The proposed approach forms the appropriate environment within which the study of set differential equations for Fréchet spaces can be developed. A first example on R∞ is included.