Cónall Kelly

Cónall Kelly

University College Cork - Cork / Ireland
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1811295
Coláiste na hOllscoile, Corcaigh
person_outline Cónall Kelly's MOST POPULAR ARTICLES
1-) Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equationsE Buckwar, C KellySIAM Journal on Numerical Analysis 48 (1), 298-321, 2010832010
2-) Adaptive time-stepping strategies for nonlinear stochastic systemsC Kelly, GJ LordIMA Journal of Numerical Analysis 38 (3), 1523-1549, 2018582018
3-) Preserving positivity in solutions of discretised stochastic differential equationsJAD Appleby, M Guzowska, C Kelly, A RodkinaApplied Mathematics and Computation 217 (2), 763-774, 2010322010
4-) Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbationsG Berkolaiko, E Buckwar, C Kelly, A RodkinaLMS Journal of Computation and Mathematics 15, 71-83, 2012312012
5-) Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficientsC Kelly, GJ LordNumerical Algorithms 89 (2), 721-747, 2022282022