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 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.

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).

Quasistationary distributions for one-dimensional diffusions with two singular boundary points
A. Hening, M. Kolb, Stochastic Processes and Their Applications 129 (2019) 1659–1696.

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.

Lower Bound on the Mean Square Displacement of Particles in the Hard Disk Model
T. Richthammer, Communications in Mathematical Physics  345 (2016) 1077–1099.

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

Gibbs measures on permutations over one-dimensional discrete point sets
T. Richthammer, M. Biskup, Communications in Mathematical Physics 25 (2015) 898–929.

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.