John Appleby

Prof

Profile Photo

Book

Year Publication
2010 Terry Lynch and John A D Appleby (2010) Large Fluctuations of Stochastic Differential Equations: Regime Switching and Applications to Simulation and Finance. : LAP LAMBERT Academic Publishing.
2010 Huizhong Wu and John A. D. Appleby (2010) Pathwise Large Deviations of Stochastic Differential Equations with Applications to Finance. : LAP Lambert Academic Publishing.
2010 Catherine Swords and John A. D. Appleby (2010) Stochastic Delay Difference and Differential Equations: Applications to Financial Markets. : LAP Lambert Academic Publishing.
2007 Appleby J.;Edelman D.;Miller J. (2007) Numerical methods for finance.
2007 John H. Miller, David Edelman and John A. D. Appleby (2007) Numerical Methods in Finance. : Chapman & Hall/CRC Press.

Conference Contribution

Year Publication
2007 John A. D. Appleby (2007) Equadiff 11 On the change from deterministic to stochastic decay and growth rates of solutions of scalar stochastic differential equations Technical University, Vienna, 12/08/2007-17/08/2007.
2006 John A. D. Appleby (2006) International Conference on Difference Equations and Applications Characterisation of mean--square stability in linear stochastic equations of Volterra type, with applications to finance Kyoto, Japan, 22/07/2006-26/07/2006.
2003 John Appleby and Conall Kelly (2003) 5th Dublin Differential Equations Conference Explosive and non-explosive solutions of stochastic functional differential equations Dublin City University, 10/06/2003-14/06/2003.
2003 John Appleby (2003) Delay Differential and Difference Equations with Applications (DDEA03), Subexponential solutions of linear Ito-Volterra equations with a damped perturbation Veszprem, Hungary, 25/08/2003-29/08/2003.
2003 John Appleby (2003) 7th Colloquium on the Qualitative Theory of Differential Equations Non-exponential stability of stochastic Volterra equations Bolyai Institute, Szeged, Hungary, 07/07/2003-12/07/2003.
2003 John Appleby and Conall Kelly (2003) Workshop on Stochastic Systems and Applications, 4th International Congress on Dynamical Systems and Applications Asymptotic and Oscillatory Properties of Linear Stochastic Delay Differential Equations with Vanishing Delay Morehouse College, Atlanta, GA, 21/05/2003-24/05/2003.
2003 John Appleby and Dana Mackey (2003) 7th Colloquium on the Qualitative Theory of Differential Equations, Polynomial asymptotic stability of damped stochastic differential equations Bolyai Institute, Szeged, Hungary, 07/07/2003-12/07/2003.
2003 John Appleby and Conall Kelly (2003) Workshop on Stochastic Systems and Applications, 4th International Congress on Dynamical Systems and Applications Prevention of Explosions in Solutions of Functional Differential Equations by Noise Perturbation Morehouse College, Atlanta, GA, 21/05/2003-24/05/2003.
2001 John Appleby, Aoife Flynn, David Reynolds (2001) 4th Dublin Differential Equations Conference Stabilisation and Destabilisation of Functional Differential Equations by Noise Dublin City University, 09/09/2001-13/09/2001.
2000 John Appleby (2000) Christmas Mathematical Symposium Asymptotic stability of Ito-Volterra equations Dublin Institute for Advanced Studies, 19/12/2000-20/12/2000.
2000 John Appleby (2000) British Applied Mathematics Colloquium Self-reinforcing asset price fluctuations University of Manchester Institute of Science and Technology (UMIST), 25/04/2000-28/04/2000.
2000 John Appleby, David Reynolds (2000) British Applied Mathematics Colloquium Bubbles and crashes in financial markets with memory University of Manchester Institute of Science and Technology (UMIST), 25/04/2000-28/04/2000.
1999 John Appleby and David Reynolds (1999) Christmas Mathematical Symposium Non-exponential asymptotic stability of Volterra equations Dublin Institute for Advanced Studies, 21/12/1999-22/12/1999.
1999 John Appleby (1999) International conference on Mathematical Finance Speculation with memory Hammamet, Tunisia, 14/06/1999-18/06/1999.
John A. D. Appleby, Conall Kelly, and Alexandra Rodkina Discrete dynamics and difference equations Dynamical consistency of solutions of continuous and discrete stochastic equations with a finite time explosion .
2007 John A. D. Appleby (2007) International Conference on Difference Equations and Applications Numerical detection of finite-time explosions in stochastic differential equations Lisbon, 09/07/2007-13/07/2007.
2007 John A. D. Appleby (2007) Actuarial Teachers' and Researchers' Conference A Classroom Presentation of Large Fluctuations in Time Series Models University of Leeds Business School, 17/07/2007-18/07/2007.
2007 John A. D. Appleby (2007) Workshop on Quantitative Methods in Financial and Energy Financial Modeling and Risk Theory, International Conference on Dynamical Systems and Applications Continuous time ARIMA models with infinite memory Atlanta, Georgia, 18/05/2007-22/05/2007.
2007 John A. D. Appleby (2007) Workshop on Stochastic Systems and Applications, International Conference on Dynamical Systems and Applicatiobs Characterisation of long memory and asymptotic behaviour in linear stochastic functional differential equations, with applications to mathematical finance Atlanta, Georgia, 18/05/2007-22/05/2007.
2006 John A. D. Appleby (2006) ICHSA 2006, Special Session: Quantitative Methods in Financial and Energy Financial Modelling Large fluctuations in inefficient market models Lafayette, Louisiana, 18/05/2006-22/05/2006.
2006 John A. D. Appleby (2006) Actuarial Teachers' and Researchers' Conference A Classroom Model of an Inefficient Market University College Dublin, 08/07/2006-09/07/2006.
2005 John A. D. Appleby and Evelyn Buckwar (2005) Algorithms for Approximation V, Special Session on ``Applications Leading to Equations with Memory and After--effect'' Asymptotic behaviour of deterministic and stochastic continuous and discrete functional differential equations with unbounded delay Chester University College, Chester, 30/07/2005-.
2005 John A. D. Appleby, Xuerong Mao, Alexandra Rodkina (2005) Differential and Difference Equations and Applications, Special Session on Functional Differential Equations Superexponential stability in autonomous deterministic and stochastic differential systems FIT, Melbourne, Florida, 01/08/2005-.
2005 John A. D. Appleby (2005) Actuarial Teachers' and Research Conference 2005 (ATRC 2005) Some Contributions of Mandlebrot to Insurance Mathematics Heriot-Watt University, Edinburgh, 30/07/2005-.
2005 John A. D. Appleby, Xuerong Mao, Dana Mackey, Alexandra Rodkina and Henri Schurz (2005) 4th International Conference on Differential and Functional Differential Equations Stability and Decay Rates of Stochastic Differential and Difference Equations Steklov Mathematical Institute, Moscow, 20/08/2005-25/08/2005.
2005 John A. D. Appleby and Conall Kelly (2005) DEDS 2005, Special Session on ``Qualitative Theory of Functional Equations'' Comparison of the long-time behaviour of stochastic functional differential and difference equations University of Guelph, Ontario, 30/07/2005-.
2005 John A. D. Appleby (2005) Irish Mathematical Society September Meeting Harmless, helpful, and dangerous stochastic perturbations DCU, 01/09/2005-02/09/2005.
2004 John A. D. Appleby, David W. Reynolds, Istvan Gyori (2004) Session on Application of Fixed Point Theory to Functional Equations, World Congress of Nonlinear Analysis Subexponential solutions of linear Volterra integro-differential systems Orlando, Florida, 30/06/2004-07/07/2004.
2004 John A. D. Appleby (2004) Session on Dynamics of Delay Differential and Difference Equations with Applications, World Congress of Nonlinear Analysis The growth rate of almost sure partial maxima of stochastic functional differential equations Orlando, Florida, 30/06/2004-07/07/2004.
2004 John A. D. Appleby (2004) Workshop on Stochastic Systems with Delay and Memory Asymptotic behaviour of stochastic delay equations with unbounded delay Wittenberg, 10/02/2004-14/02/2004.
2001 John Appleby (2001) Workshop on Problems with Memory and After-effect Exact polynomial decay rates of solutions of nonlinear functional differential equations and stochastic differential equations Manchester University/Chester College, 08/12/2001-12/12/2001.
2001 John Appleby and Evelyn Buckwar (2001) Applied Nonlinear Analysis and Differential Equations Asymptotic behaviour of solutions of the stochastic pantograph equation with multiplicative noise Wadham College, Oxford, 19/07/2001-21/07/2001.
2001 John Appleby and Evelyn Buckwar (2001) Applied Nonlinear Analysis and Differential Equations Oscillatory behaviour of solutions of the stochastic pantograph equation Wadham College, Oxford, 19/07/2001-21/07/2001.
2001 John Appleby and Evelyn Buckwar (2001) Applied Nonlinear Analysis and Differential Equations Stability and growth rates of solutions of the stochastic pantograph equation Wadham College, Oxford, 19/07/2001-21/07/2001.
2000 John Appleby and David Reynolds (2000) Easter Mathematical Symposium Asymptotics of linear convolution integro-differential equations Dublin institute for Advanced Studies, 15/03/2000-16/03/2000.
2000 John Appleby (2000) 16th IMACS World Congress A complete market model with feedback EPFL, Lausanne, 21/08/2000-25/08/2000.
1999 John Appleby (1999) Applications of Physics in Financial Analysis Heterogeneity and Seasonality in Financial Markets Trinity College Dublin, 15/07/1999-17/07/1999.
1999 John Appleby (1999) Irish Mathematical Students Association Modelling speculative Dynamics University College Cork, 26/11/1999-28/11/1999.

Peer Reviewed Journal

Year Publication
2018 Appleby J.;Patterson D. (2018) 'Blow–up and superexponential growth in superlinear volterra equations'. Discrete and Continuous Dynamical Systems, 38 (8):3993-4017.
2018 Appleby, JAD;Patterson, DD (2018) 'GROWTH RATES OF SUBLINEAR FUNCTIONAL AND VOLTERRA DIFFERENTIAL EQUATIONS'. SIAM Journal on Mathematical Analysis, 50 :2086-2110.
2017 John A. D. Appleby (2017) 'Exact and memory-dependent decay rates to the non-hyperbolic equilibrium of differential equations with unbounded and maximum functional'. Electronic Journal of Qualitative Theory of Differential Equations, .
2017 Appleby, JAD;Patterson, DD (2017) 'MEMORY DEPENDENT GROWTH IN SUBLINEAR VOLTERRA DIFFERENTIAL EQUATIONS'. Journal of Integral Equations and Applications, 29 :531-584.
2017 Appleby J.;Patterson D. (2017) 'Hartman-Wintner growth results for sublinear functional differential equations'. Electronic Journal of Differential Equations, 2017 .
2017 Appleby, JAD;Patterson, DD (2017) 'Large fluctuations and growth rates of linear Volterra summation equations'. Journal of Difference Equations and Applications, 23 :1047-1080.
2017 John A. D. Appleby, Denis D. Patterson (2017) 'Memory dependent growth in sublinear Volterra equations'. Journal of Integral Equations and Applications, .
2017 Appleby, JAD;Patterson, DD (2017) 'Growth rates of solutions of superlinear ordinary differential equations'. Applied Mathematics Letters, 71 :30-37.
2016 Appleby, J; Patterson, D (2016) 'Classification of convergence rates of solutions of perturbed ordinary differential equations with regularly varying nonlinearity'. Electronic Journal of Qualitative Theory of Differential Equations, .
2016 Appleby, J; Buckwar, E (2016) 'Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation'. Electronic Journal of Qualitative Theory of Differential Equations, .
2016 Appleby J.;Patterson D. (2016) 'On the admissibility of unboundedness properties of forced deterministic and stochastic sublinear Volterra summation equations'. Electronic Journal of Qualitative Theory of Differential Equations, 2016 .
2015 Appleby, J; Patterson, D (2015) 'Subexponential growth rates in functional differential equations'. Discrete and Continuous Dynamical Systems - Series S, Volume 2015 :56-65.
2014 Rodkina A.;Dokuchaev N.;Appleby J. (2014) 'On limit periodicity of discrete time stochastic processes'. Stochastics and Dynamics, 14 (4).
2013 Appleby J.;Riedle M.;Swords C. (2013) 'Bubbles and crashes in a Black-Scholes model with delay'. Finance and Stochastics, 17 (1):1-30.
2012 Appleby J.;Daniels J. (2012) 'Long run behaviour of the autocovariance function of ARCH(∞) models'. Journal of Mathematical Analysis and Applications, 392 (2):148-170.
2012 Appleby, JAD;Daniels, JA (2012) 'Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to ARCH(infinity) processes'. Computers and Mathematics with Applications, 64 :2312-2325.
2011 John A. D. Appleby and John A. Daniels (2011) 'Exponential growth in the solution of an affine stochastic differential equation with an average functional and financial market bubbles'. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, SERIES A, Supplement :91-101.
2011 Appleby J.;Rodkina A.;Schurz H. (2011) 'On an exponential martingale approach to almost sure stability of itô sdes in R1'. Dynamics of Continuous, Discrete and Impulsive Systems Series A: Mathematical Analysis, 18 (4):471-484.
2011 John A. D. Appleby, Jian Cheng and Alexandra Rodkina (2011) 'Characterisation of the asymptotic behaviour of scalar linear differential equations with respect to a fading stochastic perturbation'. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, SERIES A, Supplement :79-90.
2011 John A. D. Appleby and Katja Krol (2011) 'Long memory in a linear stochastic Volterra equation'. Journal of Mathematical Analysis and Applications, 380 :814-830.
2011 John A. D. Appleby, David W. Reynolds and Istvan Gyori (2011) 'History--dependent decay rates for a logistic equation with infinite delay'. Proceedings of Royal Society Edinburgh, Section A, 141 :23-44.
2011 Appleby J.;Krol K. (2011) 'Long memory in a linear stochastic Volterra differential equation'. Journal of Mathematical Analysis and Applications, 380 (2):814-830.
2011 Appleby J.;Daniels J. (2011) 'Exponential growth in the solution of an affine stochastic differential equation with an average functional and financial market bubbles'. Discrete and Continuous Dynamical Systems, (SUPPL):91-101.
2011 Appleby J.; Gyori I.; Reynolds D. (2011) 'History-dependent decay rates for a logistic equation with memory'. Proceedings of Royal Society Edinburgh, Section A, 141 (1):23-44.
2011 Appleby J.;Cheng J.;Rodkina A. (2011) 'Characterisation of the asymptotic behaviour of scalar linear differential equations with respect to a fading stochastic perturbation'. Discrete and Continuous Dynamical Systems, (SUPPL):79-90.
2011 John A. D. Appleby, Alexandra Rodkina, and Henri Schurz (2011) 'On an exponential martingale approach to almost sure stability of Itô SDEs in R^1'. DYNAMICS OF CONTINUOUS, DISCRETE & IMPULSIVE SYSTEMS. SERIES A. MATH ANAL, 18 :471-484.
2010 Appleby J. (2010) 'On the positivity and zero crossings of solutions of stochastic volterra integrodifferential equations'. International Journal of Differential Equations, 2010 .
2010 John A. D. Appleby (2010) 'On the Positivity and Zero Crossings of Solutions of Stochastic Volterra Integrodifferential Equations'. Volume 2010 :1-25.
2010 John A. D. Appleby and Markus Riedle (2010) 'Stochastic Volterra differential equations in weighted spaces'. Journal of Integral Equations and Applications, 22 :1-17.
2010 Appleby J. (2010) 'On regularly varying and history-dependent convergence rates of solutions of a volterra equation with infinite memory'. Advances in Difference Equations, 2010 .
2010 John A. D. Appleby, Jian Cheng, and Alexandra Rodkina (2010) 'The split-step Euler--Maruyama method preserves asymptotic stability for simulated annealing problems '. PROCEEDINGS OF DYNAMIC SYSTEMS AND APPLICATIONS, Volume 4 :31-36.
2010 John A. D. Appleby (2010) 'History--Dependent and Regularly Varying Convergence Rates of Solutions of Infinite Memory Volterra Integrodifferential Equations'. Advances in Difference Equations, Volume 2010 :1-31.
2010 John A.D. Appleby, Xuerong Mao, Conall Kelly, and Alexandra Rodkina (2010) 'On the local dynamics of polynomial difference equations with fading stochastic perturbations'. DYNAMICS OF CONTINUOUS, DISCRETE & IMPULSIVE SYSTEMS. SERIES A. MATH ANAL, 17 :401-430.
2010 John A. D. Appleby, Conall Kelly and Alexandra Rodkina (2010) 'On the use of adaptive meshes to counter overshoot in solutions of discretised nonlinear stochastic differential equations'. 5 :129-148.
2010 Appleby J.;Kelly C.;Mao X.;Rodkina A. (2010) 'On the local dynamics of polynomial difference equations with fading stochastic perturbations'. Dynamics of Continuous, Discrete and Impulsive Systems Series A: Mathematical Analysis, 17 (3):401-430.
2010 John A. D. Appleby, Xuerong Mao and Huizhong Wu (2010) 'On the almost sure partial maxima of solutions of affine stochastic functional differential equations'. 42 :646-678.
2010 Appleby J.;Buckwar E. (2010) 'A Constructive Comparison Technique for Determining the Asymptotic Behaviour of Linear Functional Differential Equations with Unbounded Delay'. Differential Equations and Dynamical Systems, 18 (3):271-301.
2010 Appleby J.;Mao X.;Wu H. (2010) 'On the almost sure running maxima of solutions of affine stochastic functional differential equations'. SIAM Journal on Mathematical Analysis, 42 (2):646-678.
2010 John A. D. Appleby and Evelyn Buckwar (2010) 'A constructive comparison technique for determining the asymptotic behaviour of linear functional differential equations with unbounded delay'. 18 :271-301.
2010 John A. D. Appleby, Malgorzata Guzowska, Alexandra Rodkina, and Conall Kelly (2010) 'Preservation of positivity in the solution of discretised stochastic differential equation'. Applied Mathematics and Computation, 217 :763-774.
2010 John A. D. Appleby, Alexandra Rodkina and Henri Schurz (2010) 'Non-positivity and oscillations of solutions of nonlinear stochastic difference equations with state-dependent noise'. Journal of Difference Equations and Applications, 16 :807-830.
2010 Appleby J.;Riedle M. (2010) 'Stochastic volterra equations in weighted spaces'. Journal of Integral Equations and Applications, 22 (1):1-17.
2010 John A. D. Appleby, Michael J. McCarthy and Alexandra Rodkina (2010) 'Exact growth rates of solutions of delay--dominated differential equations '. PROCEEDINGS OF DYNAMIC SYSTEMS AND APPLICATIONS, Volume 4 :37-42.
2010 Appleby J.;Rodkina A.;Schurz H. (2010) 'Non-positivity and oscillations of solutions of nonlinear stochastic difference equations with state-dependent noise'. Journal of Difference Equations and Applications, 16 (7):807-830.
2009 John A. D. Appleby, Alexandra Rodkina and Lih--Ing W. Roeger (2009) 'Stability of a limit cycle for a planar system with stochastic perturbations'. FUNCTIONAL DIFFERENTIAL EQUATIONS, 16 :73-91.
2009 John A. D. Appleby, Alexandra Rodkina, and Gregory Berkolaiko (2009) 'Nonexponential stability and Decay Rates of Nonlinear Stochastic Difference Equations with unbounded noises'. STOCHASTICS AND STOCHASTICS REPORTS, 81 :99-127.
2009 John A. D. Appleby and Alexandra Rodkina (2009) 'Stability of Nonlinear Stochastic Volterra Difference Equations with Respect to a Fading Perturbation'. 4 :165-184.
2009 John A. D. Appleby, Xuerong Mao, and Markus Riedle (2009) 'Geometric Brownian motion with delay: mean square characterisation'. Proceedings of the American Mathematical Society, 137 :339-348.
2009 Appleby J.;Berkolaiko G.;Rodkina A. (2009) 'Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise'. Stochastics, 81 (2):99-127.
2009 John A. D. Appleby and Catherine Swords (2009) 'Asymptotic behaviour of a nonlinear stochastic difference equation modelling an inefficient financial market'. Adv. Stud. Pure Math. 53 :23-33.
2009 John A.D. Appleby and Huizhong Wu (2009) 'Solutions of stochastic differential equations obeying the law of the iterated logarithm with applications to financial markets'. Electronic Journal of Probability, 14 :912-959.
2009 John A. D. Appleby, Alexandra Rodkina, and Markus Riedle (2009) 'On Asymptotic Stability of linear stochastic Volterra difference equations with respect to a fading perturbation'. Adv. Stud. Pure Math. 53 :271-282.
2009 John A. D. Appleby, Conall Kelly, Xuerong Mao, and Alexandra Rodkina (2009) 'Positivity and stabilization for nonlinear stochastic delay differential equations'. STOCHASTICS AND STOCHASTICS REPORTS, 81 :29-54.
2009 John A. D. Appleby, Alexandra Rodkina and Henri Schurz (2009) 'On the oscillation of solutions of stochastic difference equations '. MATEMATICAS: ENSENANZA UNIVERSITARIA, 17 :1-10.
2009 John A. D. Appleby, Michael J. McCarthy and Alexandra Rodkina (2009) 'Growth rates of delay-differential equations and uniform Euler schemes'. Difference Equations and Applications :117-124.
2009 John A.D. Appleby, Terry Lynch, Xuerong Mao, and Huizhong Wu (2009) 'The Size of the Largest Fluctuations in a Market Model with Markovian Switching'. 13 :135-166.
2009 Appleby J.;Kelly C.;Mao X.;Rodkina A. (2009) 'Positivity and stabilisation for nonlinear stochastic delay differential equations'. Stochastics, 81 (1):29-54.
2009 John A. D. Appleby, James Gleeson, and Alexandra Rodkina (2009) 'Stability under fading stochastic perturbations of globally stable nonlinear differential equations'. 88 :579-603.
2008 John A. D. Appleby and Huizhong Wu (2008) 'Exponential growth and Gaussian--like fluctuations of solutions of stochastic differential equations with maximum functionals'. JOURNAL OF PHYSICS : CONFERENCE SERIES (PRINT), 138 :1-25.
2008 John A. D. Appleby, Xuerong Mao and Alexandra Rodkina (2008) 'Stabilization and destabilization of nonlinear differential equations by noise'. IEEE Transactions on Automatic Control, 53 :683-691.
2008 John A.D. Appleby, Alexandra Rodkina, and James Gleeson (2008) 'Asymptotic constancy and stability in nonautonomous stochastic differential equations'. 10 :145-160.
2008 John A. D. Appleby (2008) 'Convergence rates of the solution of a Volterra-type stochastic differential equations to a non-equilibrium limit'. ELEC JNL QUALITATIVE THEORY OF DIFFERENTIAL EQUATIONS, Proc. 8th Coll. QTDE :1-30.
2008 Appleby J.;MacKey D.;Rodkina A. (2008) 'Almost sure polynomial asymptotic stability of stochastic difference equations'. Journal of Mathematical Sciences, 149 (6):1629-1647.
2008 Appleby, J;Berkolaiko, G;Rodkina, A (2008) 'On local stability for a nonlinear difference equation with a non-hyperbolic equilibrium and fading stochastic perturbations'. Journal of Difference Equations and Applications, 14 :923-951.
2008 John A. D. Appleby, Dana Mackey, and Alexandra Rodkina (2008) 'Almost sure polynomial asymptotic stability of stochastic difference equations, Journal of Mathematical Sciences'. 149 :1629-1647.
2008 John A. D. Appleby, Siobhan Devin, David Reynolds (2008) 'Characterisation of exponential convergence to non--equilibrium limits for stochastic Volterra equations'. Journal of Applied Mathematics and Stochastic Analysis, Volume 2008 :1-27.
2008 Appleby J.;Devin S.;Reynolds D. (2008) 'Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations'. Journal of Applied Mathematics and Stochastic Analysis, 2008 .
2008 John A. D. Appleby, Gregory Berkoliako and Alexandra Rodkina (2008) 'On Local Stability for a Nonlinear Difference Equation with a Non-Hyperbolic Equilibrium and Fading Stochastic Perturbations'. Journal of Difference Equations and Applications, 14 :923-951.
2008 John A. D. Appleby and David Reynolds (2008) 'Decay rates of solutions of linear stochastic Volterra equations'. Electronic Journal of Probability, 13 :922-943.
2008 Appleby J.;Reynolds D. (2008) 'Decay rates of solutions of linear Stochastic Volterra equations'. Electronic Journal of Probability, 13 :922-943.
2008 John A. D. Appleby, Alexandra Rodkina, and Catherine Swords (2008) 'Fat Tails and Bubbles in a Discrete Time Model of an Inefficient Financial Market'. PROCEEDINGS OF DYNAMIC SYSTEMS AND APPLICATIONS, 5 :35-45.
2007 John A. D. Appleby, Siobhan Devin and David W. Reynolds (2007) 'Almost sure convergence of solutions of linear stochastic Volterra equations to nonequilibrium limits'. Journal of Integral Equations and Applications, 19 :405-437.
2007 John A. D. Appleby, Malgorzata Guzowska, and Alexandra Rodkina (2007) 'On polynomial rate of decay and growth of solution to nonlinear difference equations'. REVISTA DE MATEMATICA: TEORIA Y APLICACIONES, 14 :33-44.
2007 Reynolds D.;Appleby J.;Gyori I. (2007) 'On exact rates of growth and decay of solutions of a linear Volterra equation in linear viscoelasticity'. Note di Matematica, 27 (2):215-228.
2007 John A. D. Appleby and Alexandra Rodkina (2007) 'On the Oscillation of Solutions of Stochastic Difference Equations with State-Independent Perturbations'. 2 :139-164.
2007 John A. D. Appleby, Istvan Gyori, and David W. Reynolds (2007) 'On exact rates of growth and decay of solutions of a linear Volterra equation in linear viscoelasticity'. Note di Matematica, 27 :215-228.
2007 Appleby J.;Devin S.;Reynolds D. (2007) 'Almost sure convergence of solutions of linear stochastic volterra equations to nonequilibrium limits'. Journal of Integral Equations and Applications, 19 (4):405-437.
2007 John A. D. Appleby and Conall Kelly (2007) 'Spurious oscillation in an Euler discretisation of linear stochastic differential equations with vanishing delay'. Journal of Computational and Applied Mathematics, 205 :923-935.
2006 John A.D.Appleby, Istvan Gyori, and David Reynolds (2006) 'On exact rates of decay of solutions of linear systems of Volterra equations with delay'. Journal of Mathematical Analysis and Applications, 320 :56-77.
2006 John A. D. Appleby, David W. Reynolds, and Siobhan Devin (2006) 'Mean square convergence of solutions of linear Ito Volterra equations to non-equilibrium limits'. DYNAMICS OF CONTINUOUS, DISCRETE & IMPULSIVE SYSTEMS. SERIES A. MATH ANAL, 13B :515-534.
2006 John A. D. Appleby, Xuerong Mao, and Alexandra Rodkina (2006) 'On stochastic stabilization of difference equations '. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, SERIES A, 15 :843-857.
2006 John A. D. Appleby and Markus Riedle (2006) 'Almost sure asymptotic stability of stochastic Volterra integro-differential equations with fading perturbations'. STOCHASTIC ANALYSIS AND ITS APPLICATIONS, 24 :813-826.
2006 John A. D. Appleby, Istvan Gyori, and David W. Reynolds (2006) 'On exact convergence rates of solutions of linear systems of Volterra difference equations'. Journal of Difference Equations and Applications, 12 :1257-1275.
2006 John A. D. Appleby and Aoife Flynn (2006) 'Stabilization of Volterra equations by noise '. Journal of Applied Mathematics and Stochastic Analysis, 2006 :1-29.
2006 John A. D. Appleby, Alexandra Rodkina, and Henri Schurz (2006) 'Pathwise non-exponential decay rates of solutions of scalar nonlinear stochastic differential equations '. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, SERIES B, 6 :667-696.
2006 John A. D. Appleby and Conall Kelly (2006) 'Oscillation of solutions of a nonuniform discretisation of linear stochastic differential equations with vanishing delay'. DYNAMICS OF CONTINUOUS, DISCRETE & IMPULSIVE SYSTEMS. SERIES A. MATH ANAL, 13B :535-550.
2006 John A. D. Appleby and Conall Kelly (2006) 'Prevention of Explosions in Solutions of Functional Differential Equations by Noise Perturbation '. Dynamic Systems and Applications, 15 :227-240.
2006 John A. D. Appleby, Mauro Fabrizio, Barbara Lazzari and David W. Reynolds (2006) 'On exponential asympototic stability in linear viscoelasticity'. Mathematical Models and Methods in Applied Sciences, 16 :1677-1694.
2005 John A.D. Appleby and Evelyn Buckwar (2005) 'Noise induced oscillation in solutions of stochastic delay differential equations '. Dynamic Systems and Applications, 14 :175-197.
2005 John A. D. Appleby, Xuerong Mao, and Alexandra Rodkina (2005) 'Pathwise superexponential decay rates of solutions of autonomous stochastic differential equations'. STOCHASTICS AND STOCHASTICS REPORTS, 77 :241-270.
2005 John A. D. Appleby, Siobhan Devin and David Reynolds (2005) 'Exponential convergence to a nontrivial limit in linear Volterra integrodifferential equations '. ELEC JNL QUALITATIVE THEORY OF DIFFERENTIAL EQUATIONS, 2005 :1-16.
2005 Appleby J. (2005) 'Decay and growth rates of solutions of scalar stochastic delay differential equations with unbounded delay and state-dependent noise'. Stochastics and Dynamics, 5 (2):133-147.
2005 Appleby J.;Devin S.;Reynolds D. (2005) 'On the exponential convergence to a limit of solutions of perturbed linear volterra equations'. Electronic Journal of Qualitative Theory of Differential Equations, .
2005 John A. D. Appleby (2005) 'Decay and growth rates of solutions of scalar stochastic delay differential equations with unbounded delay and state dependent noise'. Stochastics and Dynamics, 5 :133-147.
2005 John A. D. Appleby and Alexandra Rodkina (2005) 'On the asymptotic stability of polynomial stochastic delay differential equations '. FUNCTIONAL DIFFERENTIAL EQUATIONS, 12 :35-66.
2005 John A. D. Appleby and Alexandra Rodkina (2005) 'Rates of decay and growth of solutions to linear stochastic differential equations with state-independent perturbations'. STOCHASTICS AND STOCHASTICS REPORTS, 77 :271-295.
2005 John A. D. Appleby (2005) 'Exponential asymptotic stability of nonlinear Ito-Volterra equations with damped stochastic perturbations'. FUNCTIONAL DIFFERENTIAL EQUATIONS, 12 :7-34.
2005 John A. D. Appleby and Xuerong Mao (2005) 'Stochastic Stabilisation of Functional Differential Equations'. Systems and Control Letters, 54 :1069-1081.
2004 John A. D. Appleby and Conall Kelly (2004) 'Oscillation and non-oscillation in solutions of nonlinear stochastic delay differential equations'. Electronic Communications in Probability, 9 :106-118.
2004 John A. D. Appleby and David W. Reynolds (2004) 'On necessary and sufficient conditions for exponential stability in linear Volterra integro--differential equations '. Journal of Integral Equations and Applications, 16 :221-240.
2004 John A. D. Appleby, Istvan Gyori, and David W. Reynolds, (2004) 'Subexponential solutions of linear scalar integrodifferential equations with a delay '. FUNCTIONAL DIFFERENTIAL EQUATIONS, 11 :11-18.
2004 John A. D. Appleby and David W. Reynolds (2004) 'Subexponential solutions of linear integrodifferential equations'. PROCEEDINGS OF DYNAMIC SYSTEMS AND APPLICATIONS, 4 :488-494.
2004 John A. D. Appleby and Dana Mackey (2004) 'Polynomial asymptotic stability of damped stochastic differential equations'. ELEC JNL QUALITATIVE THEORY OF DIFFERENTIAL EQUATIONS, Proc. 7th Coll. QTDE :1-33.
2004 John A.D. Appleby and Conall Kelly (2004) 'Asymptotic and oscillatory properties of linear stochastic delay differential equations with vanishing delay'. FUNCTIONAL DIFFERENTIAL EQUATIONS, 11 :235-265.
2004 John A. D. Appleby (2004) 'Subexponential solutions of scalar linear Ito-Volterra equations with damped stochastic perturbations '. FUNCTIONAL DIFFERENTIAL EQUATIONS, 11 :5-10.
2004 John A. D. Appleby (2004) 'Almost sure subexponential decay rates of scalar Ito-Volterra equations '. ELEC JNL QUALITATIVE THEORY OF DIFFERENTIAL EQUATIONS, Proc. 7th Coll. QTDE :1-32.
2004 John A. D. Appleby and David W. Reynolds (2004) 'On the nonexponential decay to equilibrium of solutions of nonlinear scalar Volterra integro-differential equations '. ELEC JNL QUALITATIVE THEORY OF DIFFERENTIAL EQUATIONS, Proc. 7th. Coll. QTDE :1-14.
2003 John A. D. Appleby and David W. Reynolds (2003) 'Non-exponential stability of scalar stochastic Volterra equations '. Statistics and Probability Letters, 62 :335-343.
2003 John A. D. Appleby (2003) 'p-th-mean integrability and almost sure asymptotic stability of Ito-Volterra equations. '. Journal of Integral Equations and Applications, 15 :321-341.
2003 Appleby J. (2003) 'Exponential asymptotic stability of linear itô-volterra equations with damped stochastic perturbations'. Electronic Journal of Probability, 8 :1-22.
2003 Appleby J. (2003) 'Pth mean integrability and almost sure asymptotic stability of solutions of itô-volterra equations'. Journal of Integral Equations and Applications, 15 (4):321-341.
2003 John A. D. Appleby and Alan Freeman (2003) 'Exponential asymptotic stability of linear Ito-Volterra equations with damped stochastic perturbations '. Electronic Journal of Probability, 8 :1-22.
2003 John A. D. Appleby and David W. Reynolds (2003) 'Corrigendum Subexponential solutions of linear Volterra integro-differential equations and transient renewal equations'. Proceedings of Royal Society Edinburgh, Section A, 133 :1421-1421.
2002 John A. D. Appleby and David W. Reynolds (2002) 'Subexponential solutions of linear integro-differential equations and transient renewal equations '. Proceedings of Royal Society Edinburgh, Section A, 132 :521-543.
2002 John A. D. Appleby and David W. Reynolds (2002) 'On the Non-Exponential Convergence of Asymptotically Stable Solutions of Linear Scalar Volterra Integro-Differential Equations '. Journal of Integral Equations and Applications, 14 :109-118.
2002 John A. D. Appleby (2002) 'Almost sure stability of linear Ito-Volterra equations with damped stochastic perturbations '. Electronic Communications in Probability, 7 :223-234.
2000 John A. D. Appleby (2000) 'Heterogeneity and seasonaility in financial markerts '. International Journal of Theoretical and Applied Finance, 3 :491-492.
2000 John A.D. Appleby (2000) 'Exponential asymptotic stability for linear volterra equations'. Mathematical Proceedings of the Royal Irish Academy, :1-7.

Book Chapter

Year Publication
2006 John A. D. Appleby (2006) 'Appleby's Stochastic Perturbations' In: (Eds.). New York : Dover.

Conference Publication

Year Publication
2014 Appleby J.;Patterson D. (2014) Springer Proceedings in Mathematics and Statistics On Necessary and Sufficient Conditions for Preserving Convergence Rates to Equilibrium in Deterministically and Stochastically Perturbed Differential Equations with Regularly Varying Nonlinearity
2012 Appleby J.;Daniels J. (2012) Computers and Mathematics with Applications Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to ARCH (∞) processes
2012 Appleby J.;McCarthy M. (2012) Computers and Mathematics with Applications Preservation of the growth rates of delay differential equations by Euler schemes with non-uniform step sizes
2009 Appleby J.;Lynch T.;Mao X.;Wu H. (2009) Communications in Applied Analysis The size of the largest fluctuations in a market model with markovian switching
2007 Appleby, J;Berkolaiko, G;Rodkina, A (2007) DIFFERENCE EQUATIONS, SPECIAL FUNCTIONS AND ORTHOGONAL POLYNOMIALS ON THE ASYMPTOTIC BEHAVIOR OF THE MOMENTS OF SOLUTIONS OF STOCHASTIC DIFFERENCE EQUATIONS
2003 Appleby J.;Reynolds D. (2003) Proceedings of Dynamic Systems and Applications Subexponential solutions of linear integro- differential equations

Erratum

Year Publication
2007 Appleby J.; Gyori I.; Reynolds D. (2007) Erratum: On exact convergence rates for solutions of linear systems of Volterra difference equations (Journal of Difference Equations and Applications (2006) 12, 12). ERRAT
2003 Appleby J.; Reynolds, D (2003) Corrigendum: Subexponential solutions of linear integro-differential equations and transient renewal equations''. ERRAT
2003 Appleby J.;Reynolds D. (2003) Erratum: Subexponential solutions of linear integro-differential equations and transient renewal equations (Proceedings of the Royal Society of Edinburgh (2002) 132A (521-543)). ERRAT

Editorial

Year Publication
2007 Appleby J.;Edelman D.;Miller J. (2007) Preface. ED
Certain data included herein are derived from the © Web of Science (2021) of Clarivate. All rights reserved.

Professional Associations

Association Function From / To
Education Committe, Society of Actuaries in Ireland Liasion between national and international professional body and DCU. 01/11/2003 - 30/12/1899
Bachelier Finance Society Member 01/01/1999 - 30/12/1899

Honors and Awards

Date Title Awarding Body
01/01/2004 Albert College Research Fellowship

Education

Start date Institution Qualification Subject
Dublin City University Ph.D. in Mathematical Scienes Mathematical Finance/Integral equations
Dublin City University B.Sc. in Applied Mathematical Sciences Mathematics

Research Interests

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

External Collaborators

Type Name Company Role
External Xuerong Mao STAMS, University of Strathclyde
External Mauro Fabrizio University of Bologna
External David Reynolds Dublin City University
External Istvan Gyori University of Veszprem
External Markus Riedle Manchester University
External Alexandra Rodkina University of the West Indies
External Evelyn Buckwar Heriot Watt, Edinburgh

Modules Coordinated

Term Title Subject
2022 Probability and Finance II (Advanced) MS508
2022 Time Series Advanced MS547
2020 Stochastic Modelling MS308
2022 Simulation for Finance MS455
2022 Probability and Finance I (Intermediate) MS437
2022 Time Series (Intermediate) MS447
2022 Probability and Finance I (Advanced) MS537
2020 Accounting Mathematics 1 MS144
2022 Probability and Finance II (Intermediate) MS408