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    Cónall Kelly

    It is possible to develop a partial description of the oscillatory behaviour of a linear stochastic differential equation with vanishing delay, by applying a transformation that yields a process with identical oscillatory behaviour, and... more
    It is possible to develop a partial description of the oscillatory behaviour of a linear stochastic differential equation with vanishing delay, by applying a transformation that yields a process with identical oscillatory behaviour, and differentiable sample paths. Results from deterministic theory can then be applied on a pathwise basis. If it is possible to construct a discrete process that mimics
    The existence and uniqueness of global solutions of a class of scalar stochastic functional dierential equations of Ito type is studied. It is not assumed, however, that the coecients need to satisfy global linear bounds. For a subclass... more
    The existence and uniqueness of global solutions of a class of scalar stochastic functional dierential equations of Ito type is studied. It is not assumed, however, that the coecients need to satisfy global linear bounds. For a subclass of these equations, it is known that the associated deterministic equation, which is not noise-perturbed, explodes in finite time. Therefore, a noise
    This paper is concerned with the asymptotic and oscillatory proper- ties of stochastic delay dierential
    163 Dynamical Consistency of Solutions of Continuous and Discrete Stochastic Equations with a Finite Time Explosion John AD Appleby†, Cónall Kelly∗ and Alexandra Rodkina∗ † School of Mathematical Sciences, Dublin City ... This question is... more
    163 Dynamical Consistency of Solutions of Continuous and Discrete Stochastic Equations with a Finite Time Explosion John AD Appleby†, Cónall Kelly∗ and Alexandra Rodkina∗ † School of Mathematical Sciences, Dublin City ... This question is addressed in Dávila et al. ...
    We identify putative load-bearing structures (bridges) in experimental colloidal systems studied by confocal microscopy. Bridges are co-operative structures that have been used to explain stability and inhomogeneous force transmission in... more
    We identify putative load-bearing structures (bridges) in experimental colloidal systems studied by confocal microscopy. Bridges are co-operative structures that have been used to explain stability and inhomogeneous force transmission in simulated granular packings ...
    Research Interests:
    ABSTRACT In the original article [LMS J. Comput. Math. 15, 71–83 (2012; Zbl 06316291)], the authors use a discrete form of the Itô formula, developed by J. A. D. Appleby et al. [Stochastics 81, No. 2, 99–127 (2009; Zbl 1177.39020)], to... more
    ABSTRACT In the original article [LMS J. Comput. Math. 15, 71–83 (2012; Zbl 06316291)], the authors use a discrete form of the Itô formula, developed by J. A. D. Appleby et al. [Stochastics 81, No. 2, 99–127 (2009; Zbl 1177.39020)], to show that the almost sure asymptotic stability of a particular two-dimensional test system is preserved when the discretisation step size is small. In this Corrigendum, we identify an implicit assumption in the original proof of the discrete Itô formula that, left unaddressed, would preclude its application to the test system of interest. We resolve this problem by reproving the relevant part of the discrete Itô formula in such a way that confirms its applicability to our test equation. Thus, we reaffirm the main results and conclusions of the original article.
    equations with coecients that take, as arguments, averaged sets of information from the history of the solution, as well as isolated past and present states. The properties that guarantee stability also guarantee positivity of solutions... more
    equations with coecients that take, as arguments, averaged sets of information from the history of the solution, as well as isolated past and present states. The properties that guarantee stability also guarantee positivity of solutions as long as the initial value is nonzero. We do not require that any component of the coecients of the equations satisfy Lipschitz conditions. Instead,