Preserving positivity in solutions of discretised stochastic differential equations. - John A. D. Appleby; Malgorzata Guzowska; Cónall Kelly; Alexandra Rodkina (Appl. Math. Comput., 2010)

Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations. - Evelyn Buckwar; Cónall Kelly (SIAM J. Numer. Anal., 2010)

Stochastic Difference Equations and Applications. - Alexandra Rodkina; Cónall Kelly (International Encyclopedia of Statistical Science, 2011)

Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations. - Evelyn Buckwar; Cónall Kelly (Comput. Math. Appl., 2012)

Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations. - Gregory Berkolaiko; Evelyn Buckwar; Cónall Kelly; Alexandra Rodkina (LMS J. Comput. Math., 2012)

Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation. - Cónall Kelly; Peter Palmer; Alexandra Rodkina (Comput. Math. Appl., 2013)

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'. - Gregory Berkolaiko; Evelyn Buckwar; Cónall Kelly; Alexandra Rodkina (LMS J. Comput. Math., 2013)

Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control. - Evelyn Buckwar; Cónall Kelly (SIAM J. Appl. Math., 2014)

Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations. - Cónall Kelly; Alexandra Rodkina; Eeva Maria Rapoo (J. Comput. Appl. Math., 2018)

Strong convergence of an adaptive time-stepping Milstein method for SDEs with one-sided Lipschitz drift. - Cónall Kelly; Gabriel J. Lord; Fandi Sun (CoRR, 2019)

Hybrid, adaptive, and positivity preserving numerical methods for the Cox-Ingersoll-Ross model. - Cónall Kelly; Gabriel J. Lord; Heru Maulana (CoRR, 2020)

An adaptive splitting method for the Cox-Ingersoll-Ross process. - Cónall Kelly; Gabriel J. Lord (CoRR, 2021)

The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model. - Cónall Kelly; Gabriel J. Lord; Heru Maulana (J. Comput. Appl. Math., 2022)

Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients. - Cónall Kelly; Gabriel J. Lord (Numer. Algorithms, 2022)

Adaptive Mesh Construction for the Numerical Solution of Stochastic Differential Equations with Markovian Switching. - Cónall Kelly; Kate O'Donovan (CoRR, 2024)

Strong convergence of a class of adaptive numerical methods for SDEs with jumps. - Cónall Kelly; Gabriel J. Lord; Fandi Sun (Math. Comput. Simul., 2025)