Article

Guasoni, Paolo, Larsen, Kasper and Leoni, Giovanni (2025) Existence of an equilibrium with limited stock market participation and power utilities. Journal of Differential Equations, 448 . ISSN 0022-0396

Hall, Mary ORCID: 0000-0001-6012-7036, Twomey, Caroline, Colgan, Gareth, Daly, Linda, McCarthy, Julie and Quinn, Niall (2025) Summary of Society of Actuaries in Ireland and Continuous Mortality Investigation Working Paper 199. Experience of Term Assurances in Ireland 2015-2021 Summary of Society of Actuaries in Ireland and Continuous Mortality Investigation Working Paper 199 .

Arrechea, Julio, Breen, Cormac, Ottewill, Adrian ORCID: 0000-0003-3293-8450, Pisani, Lorenzo and Taylor, Peter ORCID: 0000-0002-8416-6408 (2025) Renormalized stress-energy tensor for scalar fields in the Boulware state with applications to extremal black holes. Physical Review D, 111 (8). 085009. ISSN 2470-0029

Appleby, John A.D. and Lawless, Emmet (2024) Mean square asymptotic stability characterisation of perturbed linear stochastic functional differential equations. Applied Numerical Mathematics, 200 . pp. 80-109. ISSN 1873-5460

Appleby, John A.D. and Lawless, Emmet (2023) Solution space characterisation of perturbed linear Volterra integrodifferential convolution equations: The Lp case. Applied Mathematics Letters, 146 . ISSN 1873-5452

Friesen, Martin, Rüdiger, Barbara and Sundar, Padmanabhan (2022) On uniqueness and stability for the Boltzmann-Enskog equation. NoDEA - Nonlinear Differential Equations and Applications, 29 (25). ISSN 1420-9004

Friesen, Martin, Jin, Peng and Rüdiger, Barbara (2021) Existence of densities for stochastic differential equations drivenby Lévy processes with anisotropic jumps. Annales Henri Poincare, 57 (1). pp. 250-271. ISSN 1424-0661

Rüdiger, Barbara, Friesen, Martin, Jin, Peng and Kremer, Jonas (2020) Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices. Advances in Applied Probability, 52 (3). pp. 825-854. ISSN 1475-6064

Friesen, Martin and Kutoviy, Oleksandr (2020) Nonlinear perturbations of evolution systems in scales of Banach spaces. Nonlinearity, 33 (11). pp. 6134-6156. ISSN 1361-6544

Friesen, Martin and Jin, Peng (2020) On the anisotropic stable JCIR process. Alea (Rio de Janeiro): Latin American journal of probability and mathematical statistics, 17 (2). pp. 643-674. ISSN 1980-0436

Friesen, Martin, Jin, Peng and Rüdiger, Barbara (2020) On the boundary behavior of multi-type continuous-state branching processes with immigration*. Electronic Communications in Probability, 25 (84). pp. 1-14. ISSN 1083-589X

Friesen, Martin and Kutoviy, Oleksandr (2020) Stochastic Cucker-Smale flocking dynamics of jump-type. Kinetic and Related Models, 13 (2). pp. 211-247. ISSN 1937-5077

Friesen, Martin, Jin, Peng and Rüdiger, Barbara (2020) Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes. Annals of Applied Probability, 30 (5). pp. 2165-2195. ISSN 2168-8737

Claeys, Tom, Neuschel, Thorsten ORCID: 0000-0002-7982-1383 and Venker, Martin (2020) Critical behavior of non-intersecting Brownian motions. Communications in Mathematical Physics, 378 (2). pp. 1501-1537. ISSN 1432-0916

Friesen, Martin (2019) Linear evolution equations in scales of Banach spaces. Journal of Functional Analysis, 276 (12). pp. 3646-3680. ISSN 1096-0783

Viola, Marco, Di Serafino, Daniela, Toraldo, Gerardo and Barlow, Jesse (2018) A two-phase gradient method for quadratic programming problems with a single linear constraint and bounds on the variables. SIAM Journal on Optimization, 28 (4). pp. 2809-2838. ISSN 1095-7189

Friesen, Martin (2017) Non-equilibrium dynamics for a Widom-Rowlinson type model with mutations. Journal of Statistical Physics, 166 (2). pp. 317-353. ISSN 1572-9613

Friesen, Martin, Finkelshtein, Dimitri, Hatzikirou, H., Kondratiev, Y., Kruger, T. and Kutoviy, Oleksandr (2015) Stochastic models of tumour development and related mesoscopic equations. Interdisciplinary Description of Complex Systems, 7 . pp. 5-85. ISSN 1334-4676

Kriecherbauer, Thomas, Schubert, Kristina, Schüler, Katharina and Venker, Martin (2015) Global Asymptotics for the Christoffel-Darboux kernel of Random Matrix Theory. Markov Processes and Related Fields, 21 (3). pp. 617-655.

Wong, Kwok Chuen ORCID: 0000-0001-7639-338X, Bensoussan, A., Yam, S. C. P. and Yung, S. P. (2014) Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting. SIAM Journal on Financial Mathematics, 5 . pp. 153-190. ISSN 1945-497X

Wong, Kwok Chuen ORCID: 0000-0001-7639-338X, Wei, J., Wong, K. C., Yam, S. C. P. and Yung, S. P. (2013) Markowitz's mean-variance asset-liability management with regime switching: A time-consistent approach. Insurance: Mathematics and Economics, 53 . pp. 281-291. ISSN 0167-6687

Gawronski, Wolfgang, Littlejohn, Lance L. and Neuschel, Thorsten ORCID: 0000-0002-7982-1383 (2013) Asymptotics of Stirling and Chebyshev-Stirling Numbers of the Second Kind. Studies In Applied Mathematics, 133 (1). ISSN 1467-9590

Abel, Ulrich, Gawronski, Wolfgang and Neuschel, Thorsten ORCID: 0000-0002-7982-1383 (2013) Binomial Polynomials. Computational Methods and Function Theory . ISSN 2195-3724

Neuschel, Thorsten ORCID: 0000-0002-7982-1383 and Gawronski, Wolfgang (2012) Euler-Frobenius Numbers. Integral Transforms and Special Functions . ISSN 1476-8291

Győri, István and Reynolds, David W. (2010) On asymptotically periodic solutions of linear discrete Volterra equations. Fasciculi Mathematici, 44 (1). pp. 53-67. ISSN 0044-4413

Conlon, Thomas, Crane, Martin ORCID: 0000-0001-7598-3126 and Ruskin, Heather J. ORCID: 0000-0001-7101-2242 (2008) Wavelet multiscale analysis for hedge funds: scaling and strategies. Physica A: Statistical Mechanics and its Applications, 387 (21). pp. 5197-5204. ISSN 0378-4371

Appleby, John A.D., Gleeson, John P. ORCID: 0000-0003-2917-6758 and Rodkina, Alexandra (2008) Asymptotic constancy and stability in nonautonomous stochastic differential equations. Cubo, 10 . pp. 145-160. ISSN 0716-7776

Thesis

Daly, Linda ORCID: 0009-0002-2982-6407 (2025) Mortality Modelling for Actuarial applications: Challenges and Implications for Pension Sustainability and Insurance Pricing. PhD thesis, Dublin City University.

Cheng, Jian (2012) Classication of the asymptotic behaviour of solutions of stochastic differential equations with state independent noise. PhD thesis, Dublin City University.

Daniels, John A. (2012) On admissibility of deterministic and stochastic linear Volterra operators with applications to inefficient financial markets. PhD thesis, Dublin City University.

Kumar, Bipin (2010) High performance computing for multiphase fluid flows. PhD thesis, Dublin City University.

Conference or Workshop Item

Clarke, Emma L. ORCID: 0000-0003-4483-0172 and Greene, Cara (2023) Getting started with logic models: Using logic models to plan and communicate research impact. In: EARMA 2023, 24-26 April 2023, Prague, Czech Republic.

Dostál, Zdenek, Toraldo, Gerardo, Viola, Marco and Vlach, Oldrich (2018) Proportionality-Based Gradient Methods with Applications in Contact Mechanics. In: Third International Conference, HPCSE 2017, 22 - 25 May, 2017, Karolinka, Czech Republic. ISBN 1611-3349

Kinderis, Marius, Bezbradica, Marija ORCID: 0000-0001-9366-5113 and Crane, Martin ORCID: 0000-0001-7598-3126 (2018) Bitcoin Currency Fluctuation. In: Complexis 2018, March 20-21, 2018, Funchal, Madeira, Portugal. ISBN 978-989-758-297-4

Viola, Marco, Guarracino, Mario R., Sangiovanni, Mara, Severino, Gerardo and Toraldo, Gerardo (2016) On the regularization of generalized eigenvalues classifiers. In: 2nd International Conference “Numerical Computations: Theory and Algorithms, 19–25 June 2016, Pizzo Calabro, Italy. ISBN 0094-243X

Hu, Feiyan ORCID: 0000-0001-7451-6438, Smeaton, Alan F. ORCID: 0000-0003-1028-8389 and Newman, Eamonn ORCID: 0000-0002-0310-0539 (2014) Periodicity detection in lifelog data with missing and irregularly sampled data. In: The Role of Quantified Self for Personal Healthcare (QSPH'14) in conjunction with IEEE BIBM 2014, 2-5 Nov 2014, Belfast, UK.

Sharkasi, Adel, Ruskin, Heather J. ORCID: 0000-0001-7101-2242 and Crane, Martin ORCID: 0000-0001-7598-3126 (2006) Interdependence between emerging and major markets. In: COMPSTAT 2004, 16th Symposium of IASC, 23-27 August 2004, Prague, Czech Republic.

Monograph

Hall, Mary ORCID: 0000-0001-6012-7036, Daly, Linda, Twomey, Caroline and Murray, Karl (2024) The level of excess mortality in Ireland during the Covid-19 pandemic 2020 & 2021. Technical Report. Society of Actuaries in Ireland, Ireland.

Hall, Mary ORCID: 0000-0001-6012-7036, Bell, K., Bradley, G., Buckley, L., Burke, P., Finn, M., Gaudin, N., Lavelle, D., Loftus, J., Mac Rory, G., O'Briain, N., O'Halloran, M., O'Hagan, A., Quigley, J. and Torsney, P. (2023) Understanding the gender gap at the highest performance level in Leaving Certificate Higher Level Mathematics and the widening gender gap at entry level to the actuarial profession in Ireland. Technical Report. Society of Actuaries in Ireland, Ireland.

Hall, Mary ORCID: 0000-0001-6012-7036, Prendergast, Shane and Twomey, Caroline (2019) Irish Insured Lives Mortality Investigation. Technical Report. Society of Actuaries in Ireland, Ireland.