21 Publications

Mark all

[21]
2022 | Journal Article | LibreCat-ID: 31193
Kolb M, Weich T, Wolf LL. Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature. Annales Henri Poincaré. 2022;23(4):1283-1296. doi:10.1007/s00023-021-01121-5
LibreCat | DOI | arXiv
 
[20]
2022 | Journal Article | LibreCat-ID: 35644
Kolb M, Klump A. Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev boundary. Theory of Probability and its Applications. 2022;67(4):717-744.
LibreCat
 
[19]
2022 | Journal Article | LibreCat-ID: 35649
Kolb M, Liesenfeld M. On non-extinction in a Fleming-Viot-type particle model with Bessel drift. Electronic Journal of Probability. 2022;(27):1-28. doi:https://doi.org/10.1214/22-EJP866
LibreCat | DOI
 
[18]
2022 | Journal Article | LibreCat-ID: 35650
Denisov D, Hinrichs G, Kolb M, Wachtel V. Persistence of autoregressive sequences with logarithmic tails. Electronic Journal of Probability. 2022;27:1-43. doi:https://doi.org/10.48550/arXiv.2203.14772
LibreCat | DOI
 
[17]
2021 | Journal Article | LibreCat-ID: 33278 | OA
Kolb M, Weich T, Wolf L. Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature. Annales Henri Poincaré . 2021;23(4):1283-1296.
LibreCat | Files available | Download (ext.)
 
[16]
2020 | Journal Article | LibreCat-ID: 33282
Kolb M, Savov M. A Characterization of the Finiteness of Perpetual Integrals of Levy Processes. Bernoulli. 2020;26(2):1453-1472. doi:https://doi.org/10.48550/arXiv.1903.03792
LibreCat | DOI
 
[15]
2020 | Journal Article | LibreCat-ID: 33330
Haddenhorst B, Hüllermeier E, Kolb M. Generalized transitivity: A systematic comparison of concepts with an application to preferences in the Babington Smith model. International Journal of Approximate Reasoning. 2020;119(2):373-407. doi:https://doi.org/10.1016/j.ijar.2020.01.007
LibreCat | DOI
 
[14]
2019 | Journal Article | LibreCat-ID: 33331
Kolb M, Liesenfeld M. Stochastic Spikes and Poisson Approximation of One-Dimensional Stochastic Differential Equations with Applications to Continuously Measured Quantum Systems. Annales Henri Poincaré. 2019;20(6):1753-1783. doi:http://dx.doi.org/10.1007/s00023-019-00772-9
LibreCat | DOI
 
[13]
2019 | Journal Article | LibreCat-ID: 33333
Wang AQ, Kolb M, Roberts GO, Steinsaltz D. Theoretical properties of quasi-stationary Monte Carlo methods. The Annals of Applied Probability. 2019;29(1). doi:http://dx.doi.org/10.1214/18-AAP1422
LibreCat | DOI
 
[12]
2018 | Journal Article | LibreCat-ID: 33335
Hinrichs G, Kolb M, Wachtel V. Persistence of one-dimensional AR(1)-processes. Journal of Theoretical Probability. 2018;33:65–102. doi:https://link.springer.com/article/10.1007/s10959-018-0850-0
LibreCat | DOI
 
[11]
2017 | Journal Article | LibreCat-ID: 33336
Boßmann L, Grummt R, Kolb M. On the dipole approximation with error estimates. Letters in Mathematical Physics. 2017;108:185–193. doi:https://link.springer.com/article/10.1007/s11005-017-0999-y
LibreCat | DOI
 
[10]
2017 | Journal Article | LibreCat-ID: 33342
Savov M, Kolb M. Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case. Electronic Journal of Probability. 2017;22. doi:https://doi.org/10.1214/17-EJP4468
LibreCat | DOI
 
[9]
2016 | Journal Article | LibreCat-ID: 33343
Kolb M, Krejčiřík D. Spectral analysis of the diffusion operator with random jumps from the boundary. Mathematische Zeitschrift. 2016;284:877-900. doi:https://link.springer.com/content/pdf/10.1007/s00209-016-1677-y.pdf
LibreCat | DOI
 
[8]
2016 | Journal Article | LibreCat-ID: 33357
Kolb M, Savov M. Transience and recurrence of a Brownian path with limited local time. The Annals of Probability. 2016;44(6). doi:http://dx.doi.org/10.1214/15-AOP1069
LibreCat | DOI
 
[7]
2015 | Journal Article | LibreCat-ID: 33358
Kolb M, Stadje W, Wübker A. The rate of convergence to stationarity for M/G/1 models with admission controls via coupling. Stochastic Models. 2015;32(1):121-135. doi:http://dx.doi.org/10.1080/15326349.2015.1090322
LibreCat | DOI
 
[6]
2015 | Journal Article | LibreCat-ID: 33360
Kolb M, Denisov D, Wachtel V. Local asymptotics for the area of random walk excursions. Journal of the London Mathematical Society. 2015;91(2):495-513.
LibreCat
 
[5]
2014 | Journal Article | LibreCat-ID: 33361
Kolb M, Savov M. Exponential ergodicity of killed Lévy processes in a finite interval. Electronic Communications in Probability. 2014;19(31):1-9. doi:http://dx.doi.org/10.1214/ECP.v19-3006
LibreCat | DOI
 
[4]
2014 | Journal Article | LibreCat-ID: 33362
Kolb M, Krejčiřík D. The Brownian traveller on manifolds. Journal of Spectral Theory. 2014;4(2):235-281. doi:https://doi.org/10.4171/jst/69
LibreCat | DOI
 
[3]
2012 | Journal Article | LibreCat-ID: 37503
Kolb M, Steinsaltz D. Quasilimiting behavior for one-dimensional diffusions with killing. Annals of Probability. 2012;40(1):162-212. doi:https://doi.org/10.1214/10-AOP623
LibreCat | DOI
 
[2]
2012 | Journal Article | LibreCat-ID: 45765
Grummt R, Kolb M. Essential selfadjointness of singular magnetic Schrödinger operators on Riemannian manifolds. Journal of Mathematical Analysis and Applications. 2012;388:480-489. doi:10.1016/j.jmaa.2011.09.060
LibreCat | DOI
 
[1]
2009 | Journal Article | LibreCat-ID: 37500
Bassi A, Dürr D, Kolb M. ON THE LONG TIME BEHAVIOR OF FREE STOCHASTIC SCHRÖDINGER EVOLUTIONS. Reviews in Mathematical Physics. 2009;22(1):55-89. doi:https://doi.org/10.1142/S0129055X10003886
LibreCat | DOI
 

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21 Publications

Mark all

[21]
2022 | Journal Article | LibreCat-ID: 31193
Kolb M, Weich T, Wolf LL. Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature. Annales Henri Poincaré. 2022;23(4):1283-1296. doi:10.1007/s00023-021-01121-5
LibreCat | DOI | arXiv
 
[20]
2022 | Journal Article | LibreCat-ID: 35644
Kolb M, Klump A. Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev boundary. Theory of Probability and its Applications. 2022;67(4):717-744.
LibreCat
 
[19]
2022 | Journal Article | LibreCat-ID: 35649
Kolb M, Liesenfeld M. On non-extinction in a Fleming-Viot-type particle model with Bessel drift. Electronic Journal of Probability. 2022;(27):1-28. doi:https://doi.org/10.1214/22-EJP866
LibreCat | DOI
 
[18]
2022 | Journal Article | LibreCat-ID: 35650
Denisov D, Hinrichs G, Kolb M, Wachtel V. Persistence of autoregressive sequences with logarithmic tails. Electronic Journal of Probability. 2022;27:1-43. doi:https://doi.org/10.48550/arXiv.2203.14772
LibreCat | DOI
 
[17]
2021 | Journal Article | LibreCat-ID: 33278 | OA
Kolb M, Weich T, Wolf L. Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature. Annales Henri Poincaré . 2021;23(4):1283-1296.
LibreCat | Files available | Download (ext.)
 
[16]
2020 | Journal Article | LibreCat-ID: 33282
Kolb M, Savov M. A Characterization of the Finiteness of Perpetual Integrals of Levy Processes. Bernoulli. 2020;26(2):1453-1472. doi:https://doi.org/10.48550/arXiv.1903.03792
LibreCat | DOI
 
[15]
2020 | Journal Article | LibreCat-ID: 33330
Haddenhorst B, Hüllermeier E, Kolb M. Generalized transitivity: A systematic comparison of concepts with an application to preferences in the Babington Smith model. International Journal of Approximate Reasoning. 2020;119(2):373-407. doi:https://doi.org/10.1016/j.ijar.2020.01.007
LibreCat | DOI
 
[14]
2019 | Journal Article | LibreCat-ID: 33331
Kolb M, Liesenfeld M. Stochastic Spikes and Poisson Approximation of One-Dimensional Stochastic Differential Equations with Applications to Continuously Measured Quantum Systems. Annales Henri Poincaré. 2019;20(6):1753-1783. doi:http://dx.doi.org/10.1007/s00023-019-00772-9
LibreCat | DOI
 
[13]
2019 | Journal Article | LibreCat-ID: 33333
Wang AQ, Kolb M, Roberts GO, Steinsaltz D. Theoretical properties of quasi-stationary Monte Carlo methods. The Annals of Applied Probability. 2019;29(1). doi:http://dx.doi.org/10.1214/18-AAP1422
LibreCat | DOI
 
[12]
2018 | Journal Article | LibreCat-ID: 33335
Hinrichs G, Kolb M, Wachtel V. Persistence of one-dimensional AR(1)-processes. Journal of Theoretical Probability. 2018;33:65–102. doi:https://link.springer.com/article/10.1007/s10959-018-0850-0
LibreCat | DOI
 
[11]
2017 | Journal Article | LibreCat-ID: 33336
Boßmann L, Grummt R, Kolb M. On the dipole approximation with error estimates. Letters in Mathematical Physics. 2017;108:185–193. doi:https://link.springer.com/article/10.1007/s11005-017-0999-y
LibreCat | DOI
 
[10]
2017 | Journal Article | LibreCat-ID: 33342
Savov M, Kolb M. Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case. Electronic Journal of Probability. 2017;22. doi:https://doi.org/10.1214/17-EJP4468
LibreCat | DOI
 
[9]
2016 | Journal Article | LibreCat-ID: 33343
Kolb M, Krejčiřík D. Spectral analysis of the diffusion operator with random jumps from the boundary. Mathematische Zeitschrift. 2016;284:877-900. doi:https://link.springer.com/content/pdf/10.1007/s00209-016-1677-y.pdf
LibreCat | DOI
 
[8]
2016 | Journal Article | LibreCat-ID: 33357
Kolb M, Savov M. Transience and recurrence of a Brownian path with limited local time. The Annals of Probability. 2016;44(6). doi:http://dx.doi.org/10.1214/15-AOP1069
LibreCat | DOI
 
[7]
2015 | Journal Article | LibreCat-ID: 33358
Kolb M, Stadje W, Wübker A. The rate of convergence to stationarity for M/G/1 models with admission controls via coupling. Stochastic Models. 2015;32(1):121-135. doi:http://dx.doi.org/10.1080/15326349.2015.1090322
LibreCat | DOI
 
[6]
2015 | Journal Article | LibreCat-ID: 33360
Kolb M, Denisov D, Wachtel V. Local asymptotics for the area of random walk excursions. Journal of the London Mathematical Society. 2015;91(2):495-513.
LibreCat
 
[5]
2014 | Journal Article | LibreCat-ID: 33361
Kolb M, Savov M. Exponential ergodicity of killed Lévy processes in a finite interval. Electronic Communications in Probability. 2014;19(31):1-9. doi:http://dx.doi.org/10.1214/ECP.v19-3006
LibreCat | DOI
 
[4]
2014 | Journal Article | LibreCat-ID: 33362
Kolb M, Krejčiřík D. The Brownian traveller on manifolds. Journal of Spectral Theory. 2014;4(2):235-281. doi:https://doi.org/10.4171/jst/69
LibreCat | DOI
 
[3]
2012 | Journal Article | LibreCat-ID: 37503
Kolb M, Steinsaltz D. Quasilimiting behavior for one-dimensional diffusions with killing. Annals of Probability. 2012;40(1):162-212. doi:https://doi.org/10.1214/10-AOP623
LibreCat | DOI
 
[2]
2012 | Journal Article | LibreCat-ID: 45765
Grummt R, Kolb M. Essential selfadjointness of singular magnetic Schrödinger operators on Riemannian manifolds. Journal of Mathematical Analysis and Applications. 2012;388:480-489. doi:10.1016/j.jmaa.2011.09.060
LibreCat | DOI
 
[1]
2009 | Journal Article | LibreCat-ID: 37500
Bassi A, Dürr D, Kolb M. ON THE LONG TIME BEHAVIOR OF FREE STOCHASTIC SCHRÖDINGER EVOLUTIONS. Reviews in Mathematical Physics. 2009;22(1):55-89. doi:https://doi.org/10.1142/S0129055X10003886
LibreCat | DOI
 

Search

Filter Publications

Display / Sort

Citation Style: AMA

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