Cónall Kelly

Available identifiers

zbMath Open kelly.conallWikidataQ100412194 ScholiaQ100412194MaRDI QIDQ316372

List of research outcomes

Publication	Date of Publication	Type
Computation and simulation for finance. An introduction with Python	2024-06-11	Paper
An adaptive splitting method for the Cox-Ingersoll-Ross process	2023-06-20	Paper
Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients	2023-06-05	Paper
The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model	2022-04-05	Paper
Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients	2022-01-13	Paper
Stabilization of cycles with stochastic prediction-based and target-oriented control	2020-12-10	Paper
On cubic difference equations with variable coefficients and fading stochastic perturbations	2019-11-28	Paper
Adaptive time-stepping strategies for nonlinear stochastic systems	2018-11-23	Paper
Stochastic stability analysis of a reduced galactic dynamo model with perturbed \(\alpha\)-effect	2018-11-13	Paper
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations	2018-01-12	Paper
Stabilisation of difference equations with noisy prediction-based control	2017-06-14	Paper
Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation	2016-09-27	Paper
Sharp pathwise asymptotic stability criteria for planar systems of linear stochastic difference equations	2015-03-02	Paper
Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control	2014-07-31	Paper
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’	2014-07-11	Paper
Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations	2014-07-11	Paper
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations	2013-07-25	Paper
https://portal.mardi4nfdi.de/entity/Q2998465	2011-05-18	Paper
Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations	2011-02-28	Paper
Preserving positivity in solutions of discretised stochastic differential equations	2010-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q3559570	2010-05-06	Paper
https://portal.mardi4nfdi.de/entity/Q3404313	2010-02-08	Paper
Constrained stability and instability of polynomial difference equations with state-dependent noise	2009-07-02	Paper
Positivity and stabilisation for nonlinear stochastic delay differential equations	2009-03-03	Paper
Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay	2007-06-14	Paper
https://portal.mardi4nfdi.de/entity/Q5473067	2006-06-19	Paper
Oscillation and non-oscillation in solutions of nonlinear stochastic delay differential equations	2005-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q4650749	2005-02-18	Paper
Strong convergence of a class of adaptive numerical methods for SDEs with jumps	N/A	Paper

Research outcomes over time

This page was built for person: Cónall Kelly