Mathematics

Dr John Appleby

Name:Dr John Appleby
Phone Number8232
Room:X133
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Work Area:Academic Staff
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Dr John Appleby

Dr John Appleby

Research Interests:

Deterministic and stochastic functional differential equations, Stochastic Analysis, Mathematical Finance.

Selected Peer Reviewed Journals

Selected Books

Selected Chapters

  • John A. D. Appleby, Conall Kelly, and Alexandra Rodkina , Dynamical consistency of solutions of continuous and discrete stochastic equations with a finite time explosion, Discrete dynamics and difference equations, - , , 163 - 172
  • John A. D. Appleby, On the change from deterministic to stochastic decay and growth rates of solutions of scalar stochastic differential equations, Equadiff 11, 12-AUG-07 - 17-AUG-07, Technical University, Vienna
  • John A. D. Appleby, A Classroom Presentation of Large Fluctuations in Time Series Models, Actuarial Teachers' and Researchers' Conference, 17-JUL-07 - 18-JUL-07, University of Leeds Business School
  • John A. D. Appleby, Numerical detection of finite-time explosions in stochastic differential equations, International Conference on Difference Equations and Applications,, 09-JUL-07 - 13-JUL-07, Lisbon
  • John A. D. Appleby, Continuous time ARIMA models with infinite memory, Workshop on Quantitative Methods in Financial and Energy Financial Modeling and Risk Theory, International Conference on Dynamical Systems and Applications, 18-MAY-07 - 22-MAY-07, Atlanta, Georgia
  • John A. D. Appleby, Characterisation of long memory and asymptotic behaviour in linear stochastic functional differential equations, with applications to mathematical finance, Workshop on Stochastic Systems and Applications, International Conference on Dynamical Systems and Applicatiobs, 18-MAY-07 - 22-MAY-07, Atlanta, Georgia
  • John A. D. Appleby, Characterisation of mean--square stability in linear stochastic equations of Volterra type, with applications to finance, International Conference on Difference Equations and Applications, 22-JUL-06 - 26-JUL-06, Kyoto, Japan
  • John A. D. Appleby, A Classroom Model of an Inefficient Market , Actuarial Teachers' and Researchers' Conference, 08-JUL-06 - 09-JUL-06, University College Dublin
  • John A. D. Appleby , Large fluctuations in inefficient market models, ICHSA 2006, Special Session: Quantitative Methods in Financial and Energy Financial Modelling,, 18-MAY-06 - 22-MAY-06, Lafayette, Louisiana
  • John A. D. Appleby, Harmless, helpful, and dangerous stochastic perturbations, Irish Mathematical Society September Meeting, 01-SEP-05 - 02-SEP-05, DCU
  • John A. D. Appleby, Xuerong Mao, Dana Mackey, Alexandra Rodkina and Henri Schurz, Stability and Decay Rates of Stochastic Differential and Difference Equations , 4th International Conference on Differential and Functional Differential Equations, 20-AUG-05 - 25-AUG-05, Steklov Mathematical Institute, Moscow
  • John A. D. Appleby, Xuerong Mao, Alexandra Rodkina, Superexponential stability in autonomous deterministic and stochastic differential systems, Differential and Difference Equations and Applications, Special Session on Functional Differential Equations,, 01-AUG-05 - , FIT, Melbourne, Florida
  • John A. D. Appleby, Some Contributions of Mandlebrot to Insurance Mathematics, Actuarial Teachers' and Research Conference 2005 (ATRC 2005), 30-JUL-05 - , Heriot-Watt University, Edinburgh
  • John A. D. Appleby and Conall Kelly, Comparison of the long-time behaviour of stochastic functional differential and difference equations, DEDS 2005, Special Session on ``Qualitative Theory of Functional Equations'', 30-JUL-05 - , University of Guelph, Ontario
  • John A. D. Appleby and Evelyn Buckwar, Asymptotic behaviour of deterministic and stochastic continuous and discrete functional differential equations with unbounded delay, Algorithms for Approximation V, Special Session on ``Applications Leading to Equations with Memory and After--effect'', 30-JUL-05 - , Chester University College, Chester
  • John A. D. Appleby, The growth rate of almost sure partial maxima of stochastic functional differential equations, Session on Dynamics of Delay Differential and Difference Equations with Applications, World Congress of Nonlinear Analysis, 30-JUN-04 - 07-JUL-04, Orlando, Florida
  • John A. D. Appleby, David W. Reynolds, Istvan Gyori, Subexponential solutions of linear Volterra integro-differential systems, Session on Application of Fixed Point Theory to Functional Equations, World Congress of Nonlinear Analysis, 30-JUN-04 - 07-JUL-04, Orlando, Florida
  • John A. D. Appleby, Asymptotic behaviour of stochastic delay equations with unbounded delay, Workshop on Stochastic Systems with Delay and Memory, 10-FEB-04 - 14-FEB-04, Wittenberg
  • John Appleby, Subexponential solutions of linear Ito-Volterra equations with a damped perturbation, Delay Differential and Difference Equations with Applications (DDEA03), , 25-AUG-03 - 29-AUG-03, Veszprem, Hungary
  • John Appleby, Non-exponential stability of stochastic Volterra equations, 7th Colloquium on the Qualitative Theory of Differential Equations , 07-JUL-03 - 12-JUL-03, Bolyai Institute, Szeged, Hungary
  • John Appleby and Dana Mackey, Polynomial asymptotic stability of damped stochastic differential equations, 7th Colloquium on the Qualitative Theory of Differential Equations, , 07-JUL-03 - 12-JUL-03, Bolyai Institute, Szeged, Hungary
  • John Appleby and Conall Kelly, Explosive and non-explosive solutions of stochastic functional differential equations, 5th Dublin Differential Equations Conference, 10-JUN-03 - 14-JUN-03, Dublin City University
  • John Appleby and Conall Kelly, Asymptotic and Oscillatory Properties of Linear Stochastic Delay Differential Equations with Vanishing Delay, Workshop on Stochastic Systems and Applications, 4th International Congress on Dynamical Systems and Applications, 21-MAY-03 - 24-MAY-03, Morehouse College, Atlanta, GA
  • John Appleby and Conall Kelly, Prevention of Explosions in Solutions of Functional Differential Equations by Noise Perturbation , Workshop on Stochastic Systems and Applications, 4th International Congress on Dynamical Systems and Applications, 21-MAY-03 - 24-MAY-03, Morehouse College, Atlanta, GA
  • John Appleby, Exact polynomial decay rates of solutions of nonlinear functional differential equations and stochastic differential equations, Workshop on Problems with Memory and After-effect , 08-DEC-01 - 12-DEC-01, Manchester University/Chester College
  • John Appleby, Aoife Flynn, David Reynolds, Stabilisation and Destabilisation of Functional Differential Equations by Noise, 4th Dublin Differential Equations Conference, 09-SEP-01 - 13-SEP-01, Dublin City University
  • John Appleby and Evelyn Buckwar, Stability and growth rates of solutions of the stochastic pantograph equation, Applied Nonlinear Analysis and Differential Equations, 19-JUL-01 - 21-JUL-01, Wadham College, Oxford
  • John Appleby and Evelyn Buckwar, Oscillatory behaviour of solutions of the stochastic pantograph equation, Applied Nonlinear Analysis and Differential Equations, 19-JUL-01 - 21-JUL-01, Wadham College, Oxford
  • John Appleby and Evelyn Buckwar, Asymptotic behaviour of solutions of the stochastic pantograph equation with multiplicative noise, Applied Nonlinear Analysis and Differential Equations, 19-JUL-01 - 21-JUL-01, Wadham College, Oxford
  • John Appleby, Asymptotic stability of Ito-Volterra equations, Christmas Mathematical Symposium, 19-DEC-00 - 20-DEC-00, Dublin Institute for Advanced Studies
  • John Appleby, A complete market model with feedback, 16th IMACS World Congress, 21-AUG-00 - 25-AUG-00, EPFL, Lausanne
  • John Appleby, Self-reinforcing asset price fluctuations, British Applied Mathematics Colloquium, 25-APR-00 - 28-APR-00, University of Manchester Institute of Science and Technology (UMIST)
  • John Appleby, David Reynolds, Bubbles and crashes in financial markets with memory, British Applied Mathematics Colloquium, 25-APR-00 - 28-APR-00, University of Manchester Institute of Science and Technology (UMIST)
  • John Appleby and David Reynolds, Asymptotics of linear convolution integro-differential equations, Easter Mathematical Symposium, 15-MAR-00 - 16-MAR-00, Dublin institute for Advanced Studies
  • John Appleby and David Reynolds, Non-exponential asymptotic stability of Volterra equations, Christmas Mathematical Symposium, 21-DEC-99 - 22-DEC-99, Dublin Institute for Advanced Studies
  • John Appleby, Modelling speculative Dynamics, Irish Mathematical Students Association, 26-NOV-99 - 28-NOV-99, University College Cork
  • John Appleby, Heterogeneity and Seasonality in Financial Markets, Applications of Physics in Financial Analysis, 15-JUL-99 - 17-JUL-99, Trinity College Dublin
  • John Appleby, Speculation with memory, International conference on Mathematical Finance, 14-JUN-99 - 18-JUN-99, Hammamet, Tunisia
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