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A topological principle for retarded functional differential equations of Carathéodory type

✍ Scribed by Krzysztof P Rybakowski


Book ID
107791996
Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
885 KB
Volume
39
Category
Article
ISSN
0022-0396

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A random Euler scheme for Carathéodory d
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We study a random Euler scheme for the approximation of Carathéodory differential equations and give a precise error analysis. In particular, we show that under weak assumptions, this approximation scheme obtains the same rate of convergence as the classical Monte-Carlo method for integration proble