# Cónall Kelly

According to our database

Collaborative distances:

^{1}, Cónall Kelly authored at least 8 papers between 2010 and 2019.Collaborative distances:

## Timeline

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## Bibliography

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 Journal of Applied Mathematics, 2014

2013

Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation.

Comput. Math. Appl., 2013

2012

Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations.

Comput. Math. Appl., 2012

2011

Stochastic Difference Equations and Applications.

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. Numerical Analysis, 2010

Preserving positivity in solutions of discretised stochastic differential equations.

Appl. Math. Comput., 2010