Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev boundary
M. Kolb, A. Klump, Theory of Probability and Its Applications 67 (2022) 717–744.

On non-extinction in a Fleming-Viot-type particle model with Bessel drift
M. Kolb, M. Liesenfeld, Electronic Journal of Probability (2022) 1–28.

Persistence of autoregressive sequences with logarithmic tails
D. Denisov, G. Hinrichs, M. Kolb, V. Wachtel, Electronic Journal of Probability 27 (2022) 1–43.

Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature
M. Kolb, T. Weich, L. Wolf, Annales Henri Poincaré  23 (2021) 1283–1296.

A Characterization of the Finiteness of Perpetual Integrals of Levy Processes
M. Kolb, M. Savov, Bernoulli 26 (2020) 1453–1472.

Generalized transitivity: A systematic comparison of concepts with an application to preferences in the Babington Smith model
B. Haddenhorst, E. Hüllermeier, M. Kolb, International Journal of Approximate Reasoning 119 (2020) 373–407.

Stochastic Spikes and Poisson Approximation of One-Dimensional Stochastic Differential Equations with Applications to Continuously Measured Quantum Systems
M. Kolb, M. Liesenfeld, Annales Henri Poincaré 20 (2019) 1753–1783.

Theoretical properties of quasi-stationary Monte Carlo methods
A.Q. Wang, M. Kolb, G.O. Roberts, D. Steinsaltz, The Annals of Applied Probability 29 (2019).

Persistence of one-dimensional AR(1)-processes
G. Hinrichs, M. Kolb, V. Wachtel, Journal of Theoretical Probability 33 (2018) 65–102.

On the dipole approximation with error estimates
L. Boßmann, R. Grummt, M. Kolb, Letters in Mathematical Physics 108 (2017) 185–193.

Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case
M. Savov, M. Kolb, Electronic Journal of Probability 22 (2017).

Spectral analysis of the diffusion operator with random jumps from the boundary
M. Kolb, D. Krejdiík, Mathematische Zeitschrift 284 (2016) 877–900.

Transience and recurrence of a Brownian path with limited local time
M. Kolb, M. Savov, The Annals of Probability 44 (2016).

The rate of convergence to stationarity for M/G/1 models with admission controls via coupling
M. Kolb, W. Stadje, A. Wübker, Stochastic Models 32 (2015) 121–135.

Local asymptotics for the area of random walk excursions
M. Kolb, D. Denisov, V. Wachtel, Journal of the London Mathematical Society 91 (2015) 495–513.

Exponential ergodicity of killed Lévy processes in a finite interval
M. Kolb, M. Savov, Electronic Communications in Probability 19 (2014) 1–9.

The Brownian traveller on manifolds
M. Kolb, D. Krejdiík, Journal of Spectral Theory 4 (2014) 235–281.

Quasilimiting behavior for one-dimensional diffusions with killing
M. Kolb, D. Steinsaltz, Annals of Probability 40 (2012) 162–212.

Essential selfadjointness of singular magnetic Schrödinger operators on Riemannian manifolds
R. Grummt, M. Kolb,  Journal of Mathematical Analysis and Applications 388 (2012) 480–489.

ON THE LONG TIME BEHAVIOR OF FREE STOCHASTIC SCHRÖDINGER EVOLUTIONS
A. Bassi, D. Dürr, M. Kolb, Reviews in Mathematical Physics 22 (2009) 55–89.