Cónall Kelly

18 papers Journal 17
YearRankTypeTitle / Venue / Authors
2026 J jnl
On splitting strategies for the numerical solution of stochastic delay differential equations with correlated noises.
CoRR
Cónall Kelly, Wenshi Tang
2025 J jnl
Strong convergence of a class of adaptive numerical methods for SDEs with jumps.
Math. Comput. Simul.
Cónall Kelly, Gabriel J. Lord, Fandi Sun
2024 J jnl
Adaptive Mesh Construction for the Numerical Solution of Stochastic Differential Equations with Markovian Switching.
CoRR
Cónall Kelly, Kate O'Donovan
2023 J jnl
Strong convergence of a class of adaptive numerical methods for SDEs with jumps.
CoRR
Cónall Kelly, Gabriel J. Lord, Fandi Sun
2022 J jnl
Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients.
Numer. Algorithms
Cónall Kelly, Gabriel J. Lord
2022 J jnl
The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model.
J. Comput. Appl. Math.
Cónall Kelly, Gabriel J. Lord, Heru Maulana
2021 J jnl
An adaptive splitting method for the Cox-Ingersoll-Ross process.
CoRR
Cónall Kelly, Gabriel J. Lord
2020 J jnl
Hybrid, adaptive, and positivity preserving numerical methods for the Cox-Ingersoll-Ross model.
CoRR
Cónall Kelly, Gabriel J. Lord, Heru Maulana
2019 J jnl
Strong convergence of an adaptive time-stepping Milstein method for SDEs with one-sided Lipschitz drift.
CoRR
Cónall Kelly, Gabriel J. Lord, Fandi Sun
2018 J jnl
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations.
J. Comput. Appl. Math.
Cónall Kelly, Alexandra Rodkina, Eeva Maria Rapoo
2014 J jnl
Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control.
SIAM J. Appl. Math.
Evelyn Buckwar, Cónall Kelly
2013 J jnl
Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation.
Comput. Math. Appl.
Cónall Kelly, Peter Palmer, Alexandra Rodkina
2013 J jnl
Corrigendum: On the use of a discrete form of the Itô formula in the article 'Almost sure asymptotic stability analysis of the -Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations'.
LMS J. Comput. Math.
Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina
2012 J jnl
Almost sure asymptotic stability analysis of the
LMS J. Comput. Math.
Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina
2012 J jnl
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations.
Comput. Math. Appl.
Evelyn Buckwar, Cónall Kelly
2011 — ch.
Stochastic Difference Equations and Applications.
International Encyclopedia of Statistical Science
Alexandra Rodkina, Cónall Kelly
2010 J jnl
Preserving positivity in solutions of discretised stochastic differential equations.
Appl. Math. Comput.
John A. D. Appleby, Malgorzata Guzowska, Cónall Kelly, Alexandra Rodkina
2010 J jnl
Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations.
SIAM J. Numer. Anal.
Evelyn Buckwar, Cónall Kelly