Existence, uniqueness and approximation of solutions to Carathéodory delay differential equations

Published 5 Apr 2022 in math.NA and cs.NA | (2204.02016v2)

Abstract: In this paper we address the existence, uniqueness and approximation of solutions of delay differential equations (DDEs) with Carath\'eodory type right-hand side functions. We provide construction of randomized Euler scheme for DDEs and investigate its error. We also report results of numerical experiments.

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