Cónall Kelly
Orcid: 0000-0002-9707-2822
According to our database1,
Cónall Kelly
authored at least 16 papers
between 2010 and 2025.
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Bibliography
2025
Math. Comput. Simul., 2025
2024
Adaptive Mesh Construction for the Numerical Solution of Stochastic Differential Equations with Markovian Switching.
CoRR, 2024
2022
Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients.
Numer. Algorithms, 2022
J. Comput. Appl. Math., 2022
2021
2020
Hybrid, adaptive, and positivity preserving numerical methods for the Cox-Ingersoll-Ross model.
CoRR, 2020
2019
Strong convergence of an adaptive time-stepping Milstein method for SDEs with one-sided Lipschitz drift.
CoRR, 2019
2018
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations.
J. Comput. Appl. Math., 2018
2014
Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control.
SIAM J. Appl. Math., 2014
2013
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., 2013
Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation.
Comput. Math. Appl., 2013
2012
Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations.
LMS J. Comput. Math., 2012
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations.
Comput. Math. Appl., 2012
2011
Proceedings of the International Encyclopedia of Statistical Science, 2011
2010
Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations.
SIAM J. Numer. Anal., 2010
Appl. Math. Comput., 2010