Martin Kolb

kolb@campus.uni-paderborn.de
ID
48880

21 Publications

Mark all

[21]
2022 | Journal Article | LibreCat-ID: 31193
Kolb, M., Weich, T., & Wolf, L. L. (2022). Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature. Annales Henri Poincaré, 23(4), 1283–1296. https://doi.org/10.1007/s00023-021-01121-5
LibreCat | DOI | arXiv
 
[20]
2022 | Journal Article | LibreCat-ID: 35644
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
 
[19]
2022 | Journal Article | LibreCat-ID: 35649
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 | DOI
 
[18]
2022 | Journal Article | LibreCat-ID: 35650
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 | DOI
 
[17]
2021 | Journal Article | LibreCat-ID: 33278 | OA
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 | Files available | Download (ext.)
 
[16]
2020 | Journal Article | LibreCat-ID: 33282
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 | DOI
 
[15]
2020 | Journal Article | LibreCat-ID: 33330
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 | DOI
 
[14]
2019 | Journal Article | LibreCat-ID: 33331
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 | DOI
 
[13]
2019 | Journal Article | LibreCat-ID: 33333
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 | DOI
 
[12]
2018 | Journal Article | LibreCat-ID: 33335
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 | DOI
 
[11]
2017 | Journal Article | LibreCat-ID: 33336
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 | DOI
 
[10]
2017 | Journal Article | LibreCat-ID: 33342
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 | DOI
 
[9]
2016 | Journal Article | LibreCat-ID: 33343
Kolb, M., & Krejčiřík, 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 | DOI
 
[8]
2016 | Journal Article | LibreCat-ID: 33357
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 | DOI
 
[7]
2015 | Journal Article | LibreCat-ID: 33358
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 | DOI
 
[6]
2015 | Journal Article | LibreCat-ID: 33360
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
 
[5]
2014 | Journal Article | LibreCat-ID: 33361
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 | DOI
 
[4]
2014 | Journal Article | LibreCat-ID: 33362
Kolb, M., & Krejčiřík, D. (2014). The Brownian traveller on manifolds. Journal of Spectral Theory, 4(2), 235–281. https://doi.org/10.4171/jst/69
LibreCat | DOI
 
[3]
2012 | Journal Article | LibreCat-ID: 37503
Kolb, M., & Steinsaltz, D. (2012). Quasilimiting behavior for one-dimensional diffusions with killing. Annals of Probability, 40(1), 162–212. https://doi.org/10.1214/10-AOP623
LibreCat | DOI
 
[2]
2012 | Journal Article | LibreCat-ID: 45765
Grummt, R., & Kolb, M. (2012). Essential selfadjointness of singular magnetic Schrödinger operators on Riemannian manifolds. Journal of Mathematical Analysis and Applications, 388, 480–489. https://doi.org/10.1016/j.jmaa.2011.09.060
LibreCat | DOI
 
[1]
2009 | Journal Article | LibreCat-ID: 37500
Bassi, A., Dürr, D., & Kolb, M. (2009). ON THE LONG TIME BEHAVIOR OF FREE STOCHASTIC SCHRÖDINGER EVOLUTIONS. Reviews in Mathematical Physics, 22(1), 55–89. 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, L. L. (2022). Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature. Annales Henri Poincaré, 23(4), 1283–1296. https://doi.org/10.1007/s00023-021-01121-5
LibreCat | DOI | arXiv
 
[20]
2022 | Journal Article | LibreCat-ID: 35644
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
 
[19]
2022 | Journal Article | LibreCat-ID: 35649
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 | DOI
 
[18]
2022 | Journal Article | LibreCat-ID: 35650
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 | DOI
 
[17]
2021 | Journal Article | LibreCat-ID: 33278 | OA
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 | Files available | Download (ext.)
 
[16]
2020 | Journal Article | LibreCat-ID: 33282
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 | DOI
 
[15]
2020 | Journal Article | LibreCat-ID: 33330
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 | DOI
 
[14]
2019 | Journal Article | LibreCat-ID: 33331
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 | DOI
 
[13]
2019 | Journal Article | LibreCat-ID: 33333
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 | DOI
 
[12]
2018 | Journal Article | LibreCat-ID: 33335
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 | DOI
 
[11]
2017 | Journal Article | LibreCat-ID: 33336
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 | DOI
 
[10]
2017 | Journal Article | LibreCat-ID: 33342
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 | DOI
 
[9]
2016 | Journal Article | LibreCat-ID: 33343
Kolb, M., & Krejčiřík, 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 | DOI
 
[8]
2016 | Journal Article | LibreCat-ID: 33357
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 | DOI
 
[7]
2015 | Journal Article | LibreCat-ID: 33358
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 | DOI
 
[6]
2015 | Journal Article | LibreCat-ID: 33360
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
 
[5]
2014 | Journal Article | LibreCat-ID: 33361
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 | DOI
 
[4]
2014 | Journal Article | LibreCat-ID: 33362
Kolb, M., & Krejčiřík, D. (2014). The Brownian traveller on manifolds. Journal of Spectral Theory, 4(2), 235–281. https://doi.org/10.4171/jst/69
LibreCat | DOI
 
[3]
2012 | Journal Article | LibreCat-ID: 37503
Kolb, M., & Steinsaltz, D. (2012). Quasilimiting behavior for one-dimensional diffusions with killing. Annals of Probability, 40(1), 162–212. https://doi.org/10.1214/10-AOP623
LibreCat | DOI
 
[2]
2012 | Journal Article | LibreCat-ID: 45765
Grummt, R., & Kolb, M. (2012). Essential selfadjointness of singular magnetic Schrödinger operators on Riemannian manifolds. Journal of Mathematical Analysis and Applications, 388, 480–489. https://doi.org/10.1016/j.jmaa.2011.09.060
LibreCat | DOI
 
[1]
2009 | Journal Article | LibreCat-ID: 37500
Bassi, A., Dürr, D., & Kolb, M. (2009). ON THE LONG TIME BEHAVIOR OF FREE STOCHASTIC SCHRÖDINGER EVOLUTIONS. Reviews in Mathematical Physics, 22(1), 55–89. https://doi.org/10.1142/S0129055X10003886
LibreCat | DOI
 
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