Kolb, M., &; Klump, A. (2022). Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev boundary. Theory of Probability and Its Applications, 67(4), 717–744.
LibreCat: /record/35644

Kolb, M., &; Liesenfeld, M. (2022). On non-extinction in a Fleming-Viot-type particle model with Bessel drift. Electronic Journal of Probability, 27, 1–28.https://doi.org/10.1214/22-EJP866 
LibreCat: /record/35649
DOI: https://doi.org/10.1214/22-EJP866

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

Kolb, M., Weich, T., &; Wolf, L. (2021). Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature. Annales Henri Poincaré , 23(4), 1283–1296.
LibreCat: /record/33278

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

Kolb, M., &; Savov, M. (2020). A Characterization of the Finiteness of Perpetual Integrals of Levy Processes. Bernoulli, 26(2), 1453–1472.https://doi.org/10.48550/arXiv.1903.03792 
LibreCat: /record/33282
DOI: https://doi.org/10.48550/arXiv.1903.03792

Haddenhorst, B., Hüllermeier, E., &; Kolb, M. (2020). Generalized transitivity: A systematic comparison of concepts with an application to preferences in the Babington Smith model. International Journal of Approximate Reasoning, 119(2), 373–407.https://doi.org/10.1016/j.ijar.2020.01.007 
LibreCat: /record/33330
DOI: https://doi.org/10.1016/j.ijar.2020.01.007

Kolb, M., &; Liesenfeld, M. (2019). Stochastic Spikes and Poisson Approximation of One-Dimensional Stochastic Differential Equations with Applications to Continuously Measured Quantum Systems. Annales Henri Poincaré, 20(6), 1753–1783.http://dx.doi.org/10.1007/s00023-019-00772-9 
LibreCat: /record/33331
DOI: http://dx.doi.org/10.1007/s00023-019-00772-9

Wang, A. Q., Kolb, M., Roberts, G. O., &; Steinsaltz, D. (2019). Theoretical properties of quasi-stationary Monte Carlo methods. The Annals of Applied Probability, 29(1).http://dx.doi.org/10.1214/18-AAP1422 
LibreCat: /record/33333
DOI: http://dx.doi.org/10.1214/18-AAP1422

Hening, A., &; Kolb, M. (2019). Quasistationary distributions for one-dimensional diffusions with two singular boundary points. Stochastic Processes and Their Applications, 129(5), 1659–1696.http://dx.doi.org/10.1016/j.spa.2018.05.012 
LibreCat: /record/33334
DOI: http://dx.doi.org/10.1016/j.spa.2018.05.012

Hinrichs, G., Kolb, M., &; Wachtel, V. (2018). Persistence of one-dimensional AR(1)-processes. Journal of Theoretical Probability, 33, 65–102.https://link.springer.com/article/10.1007/s10959-018-0850-0 
LibreCat: /record/33335
DOI: https://link.springer.com/article/10.1007/s10959-018-0850-0

Boßmann, L., Grummt, R., &; Kolb, M. (2017). On the dipole approximation with error estimates. Letters in Mathematical Physics, 108, 185–193.https://link.springer.com/article/10.1007/s11005-017-0999-y 
LibreCat: /record/33336
DOI: https://link.springer.com/article/10.1007/s11005-017-0999-y

Savov, M., &; Kolb, M. (2017). Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case. Electronic Journal of Probability, 22.https://doi.org/10.1214/17-EJP4468 
LibreCat: /record/33342
DOI: https://doi.org/10.1214/17-EJP4468

Kolb, M., &; Krejdiík, D. (2016). Spectral analysis of the diffusion operator with random jumps from the boundary. Mathematische Zeitschrift, 284, 877–900.https://link.springer.com/content/pdf/10.1007/s00209-016-1677-y.pdf 
LibreCat: /record/33343
DOI: https://link.springer.com/content/pdf/10.1007/s00209-016-1677-y.pdf

Richthammer, T. (2016). Lower Bound on the Mean Square Displacement of Particles in the Hard Disk Model. Communications in Mathematical Physics , 345, 1077–1099.https://link.springer.com/article/10.1007/s00220-016-2584-0 
LibreCat: /record/33344
DOI: https://link.springer.com/article/10.1007/s00220-016-2584-0

Kolb, M., &; Savov, M. (2016). Transience and recurrence of a Brownian path with limited local time. The Annals of Probability, 44(6).http://dx.doi.org/10.1214/15-AOP1069 
LibreCat: /record/33357
DOI: http://dx.doi.org/10.1214/15-AOP1069

Richthammer, T., &; Biskup, M. (2015). Gibbs measures on permutations over one-dimensional discrete point sets. Communications in Mathematical Physics, 25(2), 898–929.https://doi.org/10.48550/arXiv.1310.0248 
LibreCat: /record/33359
DOI: https://doi.org/10.48550/arXiv.1310.0248

Kolb, M., Stadje, W., &; Wübker, A. (2015). The rate of convergence to stationarity for M/G/1 models with admission controls via coupling. Stochastic Models, 32(1), 121–135.http://dx.doi.org/10.1080/15326349.2015.1090322 
LibreCat: /record/33358
DOI: http://dx.doi.org/10.1080/15326349.2015.1090322

Kolb, M., Denisov, D., &; Wachtel, V. (2015). Local asymptotics for the area of random walk excursions. Journal of the London Mathematical Society, 91(2), 495–513.
LibreCat: /record/33360

Kolb, M., &; Savov, M. (2014). Exponential ergodicity of killed Lévy processes in a finite interval. Electronic Communications in Probability, 19(31), 1–9.http://dx.doi.org/10.1214/ECP.v19-3006 
LibreCat: /record/33361
DOI: http://dx.doi.org/10.1214/ECP.v19-3006