I am studying the numerical solution of multi-valued stochastic differential equations driven by the fractional Brownian motion (fractional white noise).

The multi-valued SDEs can be written as the stochastic differential inclusion equation.

When the driving noise is Brownian motion, there are research papers:

[1] Eisenmann, M., Kovács, M., Kruse, R., & Larsson, S. (2022). Error estimates of the backward Euler–Maruyama method for multi-valued stochastic differential equations. BIT Numerical Mathematics, 62(3), 803-848.

[2] Chen, X. (2006). Stochastic differential inclusions. Ph.D. thesis, University of Edinburgh.

Are there any results on the numerical method for multi-valued SDEs driven by fractional Brownian motion? For example, Euler-type schemes, Rough path techniques, etc.