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

04/05/2022

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by   Fabio V. Difonzo, et al.

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In this paper we address the existence, uniqueness and approximation of solutions of delay differential equations (DDEs) with Carathéodory 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.