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Prof. Conall Kelly

University College Cork, Ireland

Conall Kelly completed his PhD in 2005 at Dublin City University with a thesis entitled “On the oscillatory behaviour of stochastic delay differential equations”, after which he spent a year at University College Cork as a postdoc in the SFI funded Probability Group, Department of Mathematics/BCRI. In August 2006 he moved to the Mona campus of the University of the West Indies in Kingston, Jamaica, where he spent eleven years before returning to Ireland to take a position at UCC in August 2017. His research interests are Stochastic difference and differential equations, Numerical methods for stochastic differential equations, and Applications including in finance.

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