20 citations · 36 across the 9 of their papers we have counts for
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math.DS2020★ 6 cited
Stabilization of cycles with stochastic prediction-based and target-oriented control
Elena Braverman, Conall Kelly, Alexandra Rodkina
We stabilize a prescribed cycle or an equilibrium of the difference equation using pulsed stochastic control. Our technique, inspired by the Kolmogorov's Law of Large Numbers, acti…
q-fin.CP2020
The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model
Cónall Kelly, Gabriel Lord, Heru Maulana
We demonstrate the effectiveness of an adaptive explicit Euler method for the approximate solution of the Cox-Ingersoll-Ross model. This relies on a class of path-bounded timestepp…