List of Conference Presentations, Colloquia and Symposia Lectures

• Speculation with Memory, Contributed lecture, Conference on Mathematical Finance, Hammamet, Tunisia, June 1999.
• Heterogeneity and Seasonality in Financial Markets, Poster presentation, Conference on Applications of Physics in Financial Analysis, July 1999.
• Modelling Speculative Dynamics, IMSA Conference, Invited lecture, University College Cork, November 1999.
• Non-exponential asymptotic stability of Volterra equations, Short talk, Christmas Mathematical Symposium, Dublin Institute for Advanced Studies, December 1999.
• Bubbles and Crashes in Financial Markets, Lecture, Mathematics Intervarsities, DCU, February 2000.
• Asymptotics of Linear Convolution integro-differential equations, Invited Lecture, Easter Mathematical Symposium, DIAS, March 2000.
• Bubbles and Crashes in Financial Markets with Memory, Contributed Lecture, Symposium in Mathematical Finance, British Applied Mathematics Colloquium, UMIST, Manchester, April 2000.
• Self-Reinforcing asset price fluctuations, Contributed lecture, Symposium in Mathematical Finance, British Applied Mathematics Colloquium, UMIST, Manchester, April 2000.
• A Complete Market model with Feedback, Invited lecture, Session on Computational Methods in Financial Engineering, IMACS 2000, Lausanne, August 2000.
• Connection between stability types of Itô-Volterra equations, Invited lecture, University of Manchester, December 2000.
• Asymptotic behaviour of Itô-Volterra equations, Short talk, Christmas Mathematical Symposium, DIAS, December 2000.
• Asymptotic behaviour of the stochastic pantograph equation with multiplicative noise, Poster presentation, Conference on Applied Analysis and Differential Equations, Wadham College, Oxford, July 2001.
• Oscillatory behaviour of solutions of the stochastic pantograph equation, Poster presentation, Conference on Applied Analysis and Differential Equations, Wadham College, Oxford, July 2001.
• Stability and Growth Rates of Solutions of the stochastic pantograph equations, Poster presentation, Conference on Applied Analysis and Differential Equations, Wadham College, Oxford, July 2001.
• Decay rates of linear Itô-Volterra equations, invited lecture, Humboldt University Berlin, August 2001.
• Stabilisation and destabilisation of functional differential equations by noise, Contributed talk, 4th Dublin Differential Equations Conference, Dublin City University, September 2001.
• Suspicion, meanness and menace: a mathematical model of an arms race, Invited Lectures at IMSA Conference, Dublin City University, December 2001, and Student Mathematics Society, University College Dublin, January 2002.
• Exact polynomial decay rates of solutions of nonlinear functional differential equations and stochastic differential equations, Invited Lecture, Workshop on Problems with Memory and After-effect, Manchester University/Chester College, December 2001.
• Oscillation and nonoscillation of solutions of stochastic delay differential equations, Invited Lecture, University of Limerick, April 2002.
• Slow convergence of memory dependent systems, with applications to finance, Invited Lecture, University College Galway, November 2002.
• Random delay equations in mathematical economics, Invited Lecture, University College Cork, November 2002.
• When insurance funds go ``bang'': the Classical Ruin Problem, Lecture, UCC Mathematics Students Society, November 2002.
• Volterra integrodifferential equations with damped stochastic perturbations, Invited Lectutre, WIT Mathematics and Physics Seminar, February 2003.
• Stabilisation and destabilisation of delay equations by noise, Invited Lecture, CNRI Seminar, February 2003.
• Explosion and non-explosion of solutions of stochastic functional differential equations, Invited Lecture, UCC Applied Mathematics Seminar, February 2003.
• Prevention of Explosions in Solutions of Functional Differential Equations by Noise Perturbation, Contributed Paper, Workshop on Stochastic Systems and Applications, 4th International Congress on Dynamical Systems and Applications, Morehouse College, Atlanta, GA, May 2003.
• Asymptotic and Oscillatory Properties of Linear Stochastic Delay Differential Equations with Vanishing Delay, Contributed Paper, Workshop on Stochastic Systems and Applications, 4th International Congress on Dynamical Systems and Applications, Morehouse College, Atlanta, GA, May 2003.
• Explosive and non-explosive solutions of stochastic functional differential equations, Contributed talk, 5th Dublin Differential Equations Conference, Dublin City University, June 2003.
• Polynomial asymptotic stability of damped stochastic differential equations, Contributed talk, 7th Colloquium on the Qualitative Theory of Differential Equations, Bolyai Institute, Szeged, July 2003.
• Non-exponential stability of stochastic Volterra equations, Contributed talk, 7th Colloquium on the Qualitative Theory of Differential Equations, Bolyai Institute, Szeged, July 2003.
• Subexponential solutions of linear Itô-Volterra equations with a damped perturbation, Contributed talk, Delay Differential and Difference Equations with Applications (DDEA03), Veszpr\'em, August 2003.
• Stochastic Functional Differential Equations and their Applications to Finance, Invited lecture, STAMS, University of Strathclyde, Glasgow, September 2003.
• Asymptotic behaviour of stochastic delay equations with unbounded delay, Invited Lecture, Workshop on Stochastic Systems with Delay and Memory, Wittenberg, February 2004.
• Explosion-suppression of solutions of functional differential equations by noise, Invited Lecture, NUI Maynooth Mathematics Seminars, February 2004.
• Exact pathwise decay rates of solutions of autonomus stochastic differential equations, Invited Lecture, North British Probability Seminar series, Edinburgh University, May 2004.
• Exact pathwise decay rates to non-hyperbolic equilibria of autonomus stochastic differential equations, Invited lecture, STAMS, University of Strathclyde, Glasgow, May 2004.
• Subexponential solutions of linear Volterra integro--differential systems, Session on Application of Fixed Point Theory to Functional Equations, World Congress of Nonlinear Analysis, Orlando, Invited Talk, 1 July 2004.
• 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, Orlando, Invited Talk, 3 July 2004.
• Introduction to stochastic differential equations, Invited lecture, Department of Mathematics and Computing, University of Veszprém, Hungary, January 2005.
• Applications of stochastic functional differential equations to models of financial markets, Invited lecture, Department of Mathematics and Computing, University of Veszprém, Hungary, January 2005.
• Sharp conditions for asymptotic stability and decay rates in stochastic dynamical systems, Invited lecture, Berliner Kolloquium Warscheinlichkeitstheorie, Humboldt-Universität zu Berlin, February 2005.
• Stochastic functional differential equations and applications to finance, Invited lecture, University of the West Indies, Jamaica, April 2005.
• Some Contributions of Mandlebrot to Insurance Mathematics, Invited talk, Actuarial Teachers' and Research Conference 2005 (ATRC 2005), Heriot-Watt University, Edinburgh, July 2005.
• Asymptotic behaviour of deterministic and stochastic continuous and discrete functional differential equations with unbounded delay, Invited talk, Special Session on ``Applications Leading to Equations with Memory and After--effect'', Algorithms for Approximation V, Chester University College, Chester, July 2005.
• Comparison of the long--time behaviour of stochastic functional differential and difference equations, Invited talk, Special Session on ``Qualitative Theory of Functional Equations '', DEDS 2005, Guelph, Ontario, July 2005.
• Superexponential stability in autonomous deterministic and stochastic differential systems, Invited talk, Special Session on Functional Differential Equations, Differential and Difference Equations and Applications, Melbourne, Florida, August 2005.
• Stability and Decay Rates of Stochastic Differential and Difference Equations, Contributed talk, 4th International Conference on Differential and Functional Differential Equations, Steklov Mathematical Institute, Moscow, August 2005.
• Harmless, helpful, and dangerous stochastic perturbations, Invited talk, Irish Mathematical Society September Meeting, DCU, September 2005.
• Oscillation and Periodicity in Stochastic Systems, Invited talk, Stochastic Analysis Seminar, Hamilton Institute, NUI Maynooth, November 2005.
• Asymptotic stability of nonlinear stochastic delay differential equations, Invited talk, Strathclyde, April 2006.
• Large fluctuations in inefficient market models, Invited talk, Mathematics Seminar, DIT, April 2006.
• Large fluctuations in inefficient market models, Invited talk, ICHSA 2006, Lafayette, Louisiana, Quantitative Methods in Financial and Energy Financial Modelling, May 2006.
• A Classroom Model of an Inefficient Market, Invited Talk, Actuarial Teachers' and Researchers' Conference 2006, University College Dublin, July 2006.
• Characterisation of mean--square stability in linear stochastic equations of Volterra type, with applications to finance, Contributed Talk, International Conference on Difference Equations and Applications, July 2006.
• Asymptotic behaviour of diffusions ``close'' to Brownian motion, Invited lecture, University of Mannheim, March 2007.
• Characterisation of long memory and asymptotic behaviour in linear stochastic functional differential equations, with applications to finance, Invited lecture, University of the West Indies, Kingston, April 2007.
• Asymptotic behaviour of diffusions ``close'' to Brownian motion, invited lecture, Workshop on Stochastic Analysis and Applications, University of Strathclyde, May 2007.
• Asymptotic convergence to non-equilibrium limits in stochastic differential systems, invited lecture, North British Probability Seminar, Edinburgh University, May 2007.
• Characterisation of long memory and asymptotic behaviour in linear stochastic functional differential equations, with applications to mathematical finance, invited talk, Workshop on Stochastic Systems and Applications, ICDSA 2007, Atlanta, May 2007.
• Continuous time ARIMA models with infinite memory, invited talk, Workshop on Quantitative Methods in Financial and Energy Financial Modeling and Risk Theory, ICDSA 2007, Atlanta, May 2007.
• A Classroom Presentation of Large Fluctuations in Time Series Models, Invited talk, Actuarial Teachers and Researchers Conference, Leeds, July 2007.
• Numerical detection of finite--time explosions in stochastic differential equations, Invited talk, International Conference on Difference Equations and Applications, Lisbon, July 2007.
• On the change from deterministic to stochastic decay and growth rates of solutions of scalar stochastic differential equations, Contributed talk, Equadiff 11, Vienna, August 2007.
• Critical levels of noise perturbation in nonlinear stochastic differential equations: asymptotics, explosions and numerical detection, Invited lecture, Stochastic Evolutionary Problems: Theory, Modelling and Numerics, University of Chester, November 2007.
• Long memory and asymptotic behaviour in stochastic differential equations with maximum functionals, Invited lecture, UCC Applied Mathematics Seminar, University College Cork, December 2007.
• Large fluctuations, long memory and heavy tails in stochastic market models with maximum functionals, Invited lecture, Workshop on Multi--Rate Processes and Hysteresis (MURPHYS), UCC, April 2008.
• Applications of Stochastic Functional Differential Equations in Finance, Keynote lecture, Fifth World Congress of Nonlinear Analysts, Orlando, July 2008.
• Critical Noise Intensities for the preservation of weighted stability in stochastic Volterra equations, Invited lecture, Fifth World Congress of Nonlinear Analysts, Orlando, July 2008.
• Growth, long memory and heavy tails in difference equation models of inefficient financial markets, Invited speaker, 14th International Conference on Difference Equations and Applications (ICDEA 08), Bahcesehir University, 22 July 2008 Market models with average– and maximum–type functionals, Invited talk, Numerical and Analytical Solution of Stochastic Delay Differential Equations University of Chester, 3–7 November 2008.
• Reproduction of Market Crashes, Bubbles, Extreme Fluctuations and Fads in the Discretisation of an SFDE Model of an Inefficient Financial Market, Invited lecture, SciCADE 2009, Minisymposium on Stochastic Differential Equations Beijing, 25 May 2009.
• Perron–Hartman–Wintner Theorems for unstable stochastic functional differential equations, Invited talk, Leverhulme International Network Workshop on Numerical and Analytical Solution of Stochastic Delay Differential Equations University of Chester, 9 September 2009.
• Characterisation of mean square convergence rates in solutions of stochastic Volterra equations with applications to finance, Invited Talk, Special Session on Perturbed Differential and Difference Equations, 8th AIMS Conference on Dynamical Systems, Differential Equations and Applications, Dresden University of Technology, 25--28 May 2010.
• Characterisation of stability in solutions of finite dimensional linear and affine stochastic Volterra equations, Invited Lecture, Probability and Statistics Research Seminar, University of Manchester, 20 October 2010.
• Stochastic Volterra Equations and Deterministic Resolvents, Invited Lecture, Progress in Difference Equations 2011, Dublin City University, 24 May 2011.
• Growth and explosion rates of solutions of discretised delay--differential equations which cannot be linearised, 17th International Conference on Difference Equations and Applications (ICDEA 17), Université du Québec à Trois-Rivières, Quebec, July 2011.
• Preserving long-run properties when discretising deterministic and stochastic differential equations, Invited Lecture, IMS Annual Meeting, University of Limerick, 30 August 2011.
• Stability characterisation of stochastic Volterra equations: applications to simulation and persistent mispricing in financial markets, Invited Lecture, Nonlinear Dynamics Workshop in Memory of Alexei Pokrovskii, University College Cork, 9 September 2011.