Cónall Kelly

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Person:316372

Available identifiers

zbMath Open kelly.conallWikidataQ100412194 ScholiaQ100412194MaRDI QIDQ316372

List of research outcomes

PublicationDate of PublicationType
An adaptive splitting method for the Cox-Ingersoll-Ross process2023-06-20Paper
Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients2023-06-05Paper
The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model2022-04-05Paper
Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients2022-01-13Paper
Stabilization of cycles with stochastic prediction-based and target-oriented control2020-12-10Paper
On cubic difference equations with variable coefficients and fading stochastic perturbations2019-11-28Paper
Adaptive time-stepping strategies for nonlinear stochastic systems2018-11-23Paper
Stochastic stability analysis of a reduced galactic dynamo model with perturbed \(\alpha\)-effect2018-11-13Paper
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations2018-01-12Paper
Stabilisation of difference equations with noisy prediction-based control2017-06-14Paper
Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation2016-09-27Paper
Sharp pathwise asymptotic stability criteria for planar systems of linear stochastic difference equations2015-03-02Paper
Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control2014-07-31Paper
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’2014-07-11Paper
Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations2014-07-11Paper
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations2013-07-25Paper
https://portal.mardi4nfdi.de/entity/Q29984652011-05-18Paper
Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations2011-02-28Paper
Preserving positivity in solutions of discretised stochastic differential equations2010-10-25Paper
https://portal.mardi4nfdi.de/entity/Q35595702010-05-06Paper
https://portal.mardi4nfdi.de/entity/Q34043132010-02-08Paper
Constrained stability and instability of polynomial difference equations with state-dependent noise2009-07-02Paper
Positivity and stabilisation for nonlinear stochastic delay differential equations2009-03-03Paper
Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay2007-06-14Paper
https://portal.mardi4nfdi.de/entity/Q54730672006-06-19Paper
Oscillation and non-oscillation in solutions of nonlinear stochastic delay differential equations2005-03-14Paper
https://portal.mardi4nfdi.de/entity/Q46507492005-02-18Paper

Research outcomes over time


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