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We shall deal with both the barotropic and the full compressible Euler system in multiple space dimensions. Both systems are particular examples of hyperbolic conservation laws. Whereas for scalar conservation laws there exists a well-known complete well-posedness theory, and for one-dimensional systems one also has achieved several results on existence and uniqueness, in the case of multi-dimensional systems there are even negative results regarding uniqueness: With the so-called convex integration method it is possible to show that there exist initial data for which the compressible Euler equations in multiple space dimensions admit infinitely many solutions. The convex integration technique was originally developed in the context of differential inclusions and has later been applied in groundbreaking papers by De Lellis and Székelyhidi to the incompressible Euler equations which led to infinitely many solutions. In the literature this result has been refined in order to obtain solutions for the compressible Euler system as well. The common feature of all of these non-uniqueness results for compressible Euler is an ansatz which reduces the compressible Euler equations to some kind of "incompressible system" for which a slight modification of the incompressible theory can be applied. In this work we present a first result of a direct application of convex integration to the barotropic compressible Euler equations. With the help of this result we will show existence of initial data for which there are infinitely many solutions both for the barotropic and full Euler system.