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.
LibreCat: /record/35644

On non-extinction in a Fleming-Viot-type particle model with Bessel drift
M. Kolb, M. Liesenfeld, Electronic Journal of Probability (2022) 1–28.
LibreCat: /record/35649
DOI: https://doi.org/10.1214/22-EJP866

Persistence of autoregressive sequences with logarithmic tails
D. Denisov, G. Hinrichs, M. Kolb, V. Wachtel, Electronic Journal of Probability 27 (2022) 1–43.
LibreCat: /record/35650
DOI: https://doi.org/10.48550/arXiv.2203.14772

Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature
M. Kolb, T. Weich, L. Wolf, Annales Henri Poincaré  23 (2021) 1283–1296.
LibreCat: /record/33278

A lower bound on the displacement of particles in 2D Gibbsian particle systems
T. Richthammer, M. Fiedler, Stochastic Processes and Their Applications 132 (2021) 1–32.
LibreCat: /record/33481
DOI: https://doi.org/10.1016/j.spa.2020.10.003

A Characterization of the Finiteness of Perpetual Integrals of Levy Processes
M. Kolb, M. Savov, Bernoulli 26 (2020) 1453–1472.
LibreCat: /record/33282
DOI: https://doi.org/10.48550/arXiv.1903.03792

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.
LibreCat: /record/33330
DOI: https://doi.org/10.1016/j.ijar.2020.01.007

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.
LibreCat: /record/33331
DOI: http://dx.doi.org/10.1007/s00023-019-00772-9

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).
LibreCat: /record/33333
DOI: http://dx.doi.org/10.1214/18-AAP1422

Quasistationary distributions for one-dimensional diffusions with two singular boundary points
A. Hening, M. Kolb, Stochastic Processes and Their Applications 129 (2019) 1659–1696.
LibreCat: /record/33334
DOI: http://dx.doi.org/10.1016/j.spa.2018.05.012