| Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations E Buckwar, C Kelly SIAM Journal on Numerical Analysis 48 (1), 298-321, 2010 | 88 | 2010 |
| Adaptive time-stepping strategies for nonlinear stochastic systems C Kelly, GJ Lord IMA Journal of Numerical Analysis 38 (3), 1523-1549, 2018 | 77 | 2018 |
| Preserving positivity in solutions of discretised stochastic differential equations JAD Appleby, M Guzowska, C Kelly, A Rodkina Applied Mathematics and Computation 217 (2), 763-774, 2010 | 34 | 2010 |
| Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations G Berkolaiko, E Buckwar, C Kelly, A Rodkina LMS Journal of Computation and Mathematics 15, 71-83, 2012 | 31 | 2012 |
| Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients C Kelly, GJ Lord Numerical Algorithms 89 (2), 721-747, 2022 | 26 | 2022 |
| On the local dynamics of polynomial difference equations with fading stochastic perturbations JAD Appleby, C Kelly, X Mao, A Rodkina Dynamics of Continuous Discrete and Impulsive Systems Series A: Mathematical …, 2010 | 26 | 2010 |
| Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations E Buckwar, C Kelly Computers & Mathematics with Applications 64 (7), 2282-2293, 2012 | 23 | 2012 |
| Stabilisation of difference equations with noisy prediction-based control E Braverman, C Kelly, A Rodkina Physica D: Nonlinear Phenomena 326, 21-31, 2016 | 17 | 2016 |
| Asymptotic and transient mean-square properties of stochastic systems arising in ecology, fluid dynamics, and system control E Buckwar, C Kelly SIAM Journal on Applied Mathematics 74 (2), 411-433, 2014 | 17 | 2014 |
| Asymptotic and oscillatory properties of linear stochastic delay differential equations with vanishing delay JAD Appleby, C Kelly Functional Differential Equations 11 (3/4), 235, 2004 | 12 | 2004 |
| Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations C Kelly, A Rodkina, EM Rapoo Journal of Computational and Applied Mathematics 334, 39-57, 2018 | 11 | 2018 |
| The role of adaptivity in a numerical method for the Cox–Ingersoll–Ross model C Kelly, G Lord, H Maulana Journal of Computational and Applied Mathematics 410, 114208, 2022 | 10 | 2022 |
| OSCILLATION AND NONOSCILLATION IN SOLUTIONS OF NONLINEAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS JAD Appleby, C Kelly Electronic Communications in Probability 9, 106-108, 2004 | 10 | 2004 |
| Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation C Kelly, P Palmer, A Rodkina Computers & Mathematics with Applications 66 (11), 2220-2230, 2013 | 9 | 2013 |
| Constrained stability and instability of polynomial difference equations with state-dependent noise C Kelly, A Rodkina Discrete and Continuous Dynamical Systems-B 11 (4), 913-933, 2009 | 8 | 2009 |
| Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay JAD Appleby, C Kelly Journal of Computational and Applied Mathematics 205 (2), 923-935, 2007 | 8 | 2007 |
| Prevention of Explosions in Solutions of Functional Differential Equations by Noise Perturbations JAD Appleby, C Kelly Dynamic Systems and Applications 15 (2), 227, 2006 | 8 | 2006 |
| Stochastic Difference Equations and Applications. A Rodkina, C Kelly International Encyclopedia of Statistical Science, 1517-1520, 2011 | 7 | 2011 |
| Positivity and stabilisation for nonlinear stochastic delay differential equations JAD Appleby, C Kelly, X Mao, A Rodkina Stochastics: An International Journal of Probability and Stochastics …, 2009 | 7 | 2009 |
| Oscillation of solutions of a nonuniform discretisation of linear stochastic differential equations with vanishing delay JAD Appleby, C Kelly Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical …, 2006 | 7 | 2006 |
John ApplebyDublin City University在 dcu.ie 的电子邮件经过验证
