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ORCIDCónall Kelly
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Journal Articles
- 2025
[j11]Cónall Kelly
, Gabriel J. Lord, Fandi Sun:
Strong convergence of a class of adaptive numerical methods for SDEs with jumps. Math. Comput. Simul. 227: 461-476 (2025)- 2022
- [j10]Cónall Kelly, Gabriel J. Lord, Heru Maulana:
The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model. J. Comput. Appl. Math. 410: 114208 (2022) - [j9]Cónall Kelly, Gabriel J. Lord:
Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients. Numer. Algorithms 89(2): 721-747 (2022) - 2018
- [j8]Cónall Kelly, Alexandra Rodkina, Eeva Maria Rapoo:
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations. J. Comput. Appl. Math. 334: 39-57 (2018) - 2014
- [j7]Evelyn Buckwar, Cónall Kelly:
Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control. SIAM J. Appl. Math. 74(2): 411-433 (2014) - 2013
- [j6]Cónall Kelly, Peter Palmer, Alexandra Rodkina:
Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation. Comput. Math. Appl. 66(11): 2220-2230 (2013) - [j5]Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina:
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'. LMS J. Comput. Math. 16: 366-372 (2013) - 2012
- [j4]Evelyn Buckwar, Cónall Kelly:
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations. Comput. Math. Appl. 64(7): 2282-2293 (2012) - [j3]Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina:
Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations. LMS J. Comput. Math. 15: 71-83 (2012) - 2010
- [j2]John A. D. Appleby, Malgorzata Guzowska, Cónall Kelly, Alexandra Rodkina:
Preserving positivity in solutions of discretised stochastic differential equations. Appl. Math. Comput. 217(2): 763-774 (2010) - [j1]Evelyn Buckwar, Cónall Kelly:
Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations. SIAM J. Numer. Anal. 48(1): 298-321 (2010)
Reference Works
- 2011
- [r1]Alexandra Rodkina, Cónall Kelly:
Stochastic Difference Equations and Applications. International Encyclopedia of Statistical Science 2011: 1517-1520
Informal and Other Publications
- 2024
- [i5]Cónall Kelly, Kate O'Donovan:
Adaptive Mesh Construction for the Numerical Solution of Stochastic Differential Equations with Markovian Switching. CoRR abs/2408.14931 (2024) - 2023
- [i4]Cónall Kelly, Gabriel J. Lord, Fandi Sun:
Strong convergence of a class of adaptive numerical methods for SDEs with jumps. CoRR abs/2312.06910 (2023) - 2021
- [i3]Cónall Kelly, Gabriel J. Lord:
An adaptive splitting method for the Cox-Ingersoll-Ross process. CoRR abs/2112.09465 (2021) - 2020
- [i2]Cónall Kelly, Gabriel J. Lord, Heru Maulana:
Hybrid, adaptive, and positivity preserving numerical methods for the Cox-Ingersoll-Ross model. CoRR abs/2002.10206 (2020) - 2019
- [i1]Cónall Kelly, Gabriel J. Lord, Fandi Sun:
Strong convergence of an adaptive time-stepping Milstein method for SDEs with one-sided Lipschitz drift. CoRR abs/1909.00099 (2019)
Coauthor Index
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