Cónall Kelly

According to our database1, Cónall Kelly authored at least 8 papers between 2010 and 2019.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

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


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