According to our database1, Cónall Kelly authored at least 9 papers between 2010 and 2020.
Legend:Book In proceedings Article PhD thesis Other
Hybrid, adaptive, and positivity preserving numerical methods for the Cox-Ingersoll-Ross model.
Strong convergence of an adaptive time-stepping Milstein method for SDEs with one-sided Lipschitz drift.
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations.
J. Comput. Appl. Math., 2018
Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control.
SIAM J. Appl. Math., 2014
Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation.
Comput. Math. Appl., 2013
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations.
Comput. Math. Appl., 2012
Proceedings of the International Encyclopedia of Statistical Science, 2011
Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations.
SIAM J. Numer. Anal., 2010
Appl. Math. Comput., 2010