Cónall Kelly

Publication Activity (10 Years)

Years Active: 2010-2023
Publications (10 Years): 7

Top Topics

Maximum A Posteriori Estimation

Stochastic Systems

Stochastic Differential Equations

Top Venues

J. Comput. Appl. Math.

Numer. Algorithms

SIAM J. Appl. Math.

Publications

Cónall Kelly, Gabriel J. Lord, Fandi Sun
Strong convergence of a class of adaptive numerical methods for SDEs with jumps. CoRR (2023)
Cónall Kelly, Gabriel J. Lord, Heru Maulana
The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model. J. Comput. Appl. Math. 410 (2022)
Cónall Kelly, Gabriel J. Lord
Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients. Numer. Algorithms 89 (2) (2022)
Cónall Kelly, Gabriel J. Lord
An adaptive splitting method for the Cox-Ingersoll-Ross process. CoRR (2021)
Cónall Kelly, Gabriel J. Lord, Heru Maulana
Hybrid, adaptive, and positivity preserving numerical methods for the Cox-Ingersoll-Ross model. CoRR (2020)
Cónall Kelly, Gabriel J. Lord, Fandi Sun
Strong convergence of an adaptive time-stepping Milstein method for SDEs with one-sided Lipschitz drift. CoRR (2019)
Cónall Kelly, Alexandra Rodkina, Eeva Maria Rapoo
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations. J. Comput. Appl. Math. 334 (2018)
Evelyn Buckwar, Cónall Kelly
Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control. SIAM J. Appl. Math. 74 (2) (2014)
Cónall Kelly, Peter Palmer, Alexandra Rodkina
Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation. Comput. Math. Appl. 66 (11) (2013)
Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina
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. 16 (2013)
Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina
-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations. LMS J. Comput. Math. 15 (2012)
Evelyn Buckwar, Cónall Kelly
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations. Comput. Math. Appl. 64 (7) (2012)
John A. D. Appleby, Malgorzata Guzowska, Cónall Kelly, Alexandra Rodkina
Preserving positivity in solutions of discretised stochastic differential equations. Appl. Math. Comput. 217 (2) (2010)
Evelyn Buckwar, Cónall Kelly
Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations. SIAM J. Numer. Anal. 48 (1) (2010)