According to our database1, Cónall Kelly authored at least 8 papers between 2010 and 2019.
Legend:Book In proceedings Article PhD thesis Other
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 Journal of Applied Mathematics, 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
Stochastic Difference Equations and Applications.
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. Numerical Analysis, 2010
Preserving positivity in solutions of discretised stochastic differential equations.
Appl. Math. Comput., 2010