21 Publications
2022 | Journal Article | LibreCat-ID: 31193
Kolb, Martin, et al. “Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature.” Annales Henri Poincaré, vol. 23, no. 4, Springer Science and Business Media LLC, 2022, pp. 1283–96, doi:10.1007/s00023-021-01121-5.
LibreCat
| DOI
| arXiv
2022 | Journal Article | LibreCat-ID: 35644
Kolb, Martin, and Alexander Klump. “Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev Boundary.” Theory of Probability and Its Applications, vol. 67, no. 4, Society for Industrial and Applied Mathematics, 2022, pp. 717–44.
LibreCat
2022 | Journal Article | LibreCat-ID: 35649
Kolb, Martin, and Matthias Liesenfeld. “On Non-Extinction in a Fleming-Viot-Type Particle Model with Bessel Drift.” Electronic Journal of Probability, no. 27, Institute of Mathematical Statistics, 2022, pp. 1–28, doi:https://doi.org/10.1214/22-EJP866.
LibreCat
| DOI
2022 | Journal Article | LibreCat-ID: 35650
Denisov, Denis, et al. “Persistence of Autoregressive Sequences with Logarithmic Tails.” Electronic Journal of Probability, vol. 27, Institute of Mathematical Statistics, 2022, pp. 1–43, doi:https://doi.org/10.48550/arXiv.2203.14772.
LibreCat
| DOI
2021 | Journal Article | LibreCat-ID: 33278 | 
Kolb, Martin, et al. “Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature.” Annales Henri Poincaré , vol. 23, no. 4, Springer Science + Business Media, 2021, pp. 1283–96.
LibreCat
| Files available
| Download (ext.)
2020 | Journal Article | LibreCat-ID: 33282
Kolb, Martin, and Mladen Savov. “A Characterization of the Finiteness of Perpetual Integrals of Levy Processes.” Bernoulli, vol. 26, no. 2, Bernoulli Society for Mathematical Statistics and Probability, 2020, pp. 1453–72, doi:https://doi.org/10.48550/arXiv.1903.03792.
LibreCat
| DOI
2020 | Journal Article | LibreCat-ID: 33330
Haddenhorst, Björn, et al. “Generalized Transitivity: A Systematic Comparison of Concepts with an Application to Preferences in the Babington Smith Model.” International Journal of Approximate Reasoning, vol. 119, no. 2, Elsevier, 2020, pp. 373–407, doi:https://doi.org/10.1016/j.ijar.2020.01.007.
LibreCat
| DOI
2019 | Journal Article | LibreCat-ID: 33331
Kolb, Martin, and Matthias Liesenfeld. “Stochastic Spikes and Poisson Approximation of One-Dimensional Stochastic Differential Equations with Applications to Continuously Measured Quantum Systems.” Annales Henri Poincaré, vol. 20, no. 6, Institute Henri Poincaré, 2019, pp. 1753–83, doi:http://dx.doi.org/10.1007/s00023-019-00772-9.
LibreCat
| DOI
2019 | Journal Article | LibreCat-ID: 33333
Wang, Andi Q., et al. “Theoretical Properties of Quasi-Stationary Monte Carlo Methods.” The Annals of Applied Probability, vol. 29, no. 1, 2019, doi:http://dx.doi.org/10.1214/18-AAP1422.
LibreCat
| DOI
2018 | Journal Article | LibreCat-ID: 33335
Hinrichs, Günter, et al. “Persistence of One-Dimensional AR(1)-Processes.” Journal of Theoretical Probability, vol. 33, Springer Science + Business Media, 2018, pp. 65–102, doi:https://link.springer.com/article/10.1007/s10959-018-0850-0.
LibreCat
| DOI
2017 | Journal Article | LibreCat-ID: 33336
Boßmann, Lea, et al. “On the Dipole Approximation with Error Estimates.” Letters in Mathematical Physics, vol. 108, 2017, pp. 185–193, doi:https://link.springer.com/article/10.1007/s11005-017-0999-y.
LibreCat
| DOI
2017 | Journal Article | LibreCat-ID: 33342
Savov, Mladen, and Martin Kolb. “Conditional Survival Distributions of Brownian Trajectories in a One Dimensional Poissonian Environment in the Critical Case.” Electronic Journal of Probability, vol. 22, Institute of Mathematical Statistics & Bernoulli Society, 2017, doi:https://doi.org/10.1214/17-EJP4468.
LibreCat
| DOI
2016 | Journal Article | LibreCat-ID: 33343
Kolb, Martin, and David Krejčiřík. “Spectral Analysis of the Diffusion Operator with Random Jumps from the Boundary.” Mathematische Zeitschrift, vol. 284, Springer, 2016, pp. 877–900, doi:https://link.springer.com/content/pdf/10.1007/s00209-016-1677-y.pdf.
LibreCat
| DOI
2016 | Journal Article | LibreCat-ID: 33357
Kolb, Martin, and Mladen Savov. “Transience and Recurrence of a Brownian Path with Limited Local Time.” The Annals of Probability, vol. 44, no. 6, Institute of Mathematical Statistics, 2016, doi:http://dx.doi.org/10.1214/15-AOP1069.
LibreCat
| DOI
2015 | Journal Article | LibreCat-ID: 33358
Kolb, Martin, et al. “The Rate of Convergence to Stationarity for M/G/1 Models with Admission Controls via Coupling.” Stochastic Models, vol. 32, no. 1, INFORMS, 2015, pp. 121–35, doi:http://dx.doi.org/10.1080/15326349.2015.1090322.
LibreCat
| DOI
2015 | Journal Article | LibreCat-ID: 33360
Kolb, Martin, et al. “Local Asymptotics for the Area of Random Walk Excursions.” Journal of the London Mathematical Society, vol. 91, no. 2, London Mathematical Society, 2015, pp. 495–513.
LibreCat
2014 | Journal Article | LibreCat-ID: 33361
Kolb, Martin, and Mladen Savov. “Exponential Ergodicity of Killed Lévy Processes in a Finite Interval.” Electronic Communications in Probability, vol. 19, no. 31, Institute of Mathematical Statistics (IMS), 2014, pp. 1–9, doi:http://dx.doi.org/10.1214/ECP.v19-3006.
LibreCat
| DOI
2014 | Journal Article | LibreCat-ID: 33362
Kolb, Martin, and David Krejčiřík. “The Brownian Traveller on Manifolds.” Journal of Spectral Theory, vol. 4, no. 2, EMS Press, 2014, pp. 235–81, doi:https://doi.org/10.4171/jst/69.
LibreCat
| DOI
2012 | Journal Article | LibreCat-ID: 37503
Kolb, Martin, and David Steinsaltz. “Quasilimiting Behavior for One-Dimensional Diffusions with Killing.” Annals of Probability, vol. 40, no. 1, Institute of Mathematical Statistics, 2012, pp. 162–212, doi:https://doi.org/10.1214/10-AOP623.
LibreCat
| DOI
2012 | Journal Article | LibreCat-ID: 45765
Grummt, Robert, and Martin Kolb. “Essential Selfadjointness of Singular Magnetic Schrödinger Operators on Riemannian Manifolds.” Journal of Mathematical Analysis and Applications, vol. 388, 2012, pp. 480–89, doi:10.1016/j.jmaa.2011.09.060.
LibreCat
| DOI
2009 | Journal Article | LibreCat-ID: 37500
Bassi, Angelo, et al. “ON THE LONG TIME BEHAVIOR OF FREE STOCHASTIC SCHRÖDINGER EVOLUTIONS.” Reviews in Mathematical Physics, vol. 22, no. 1, 2009, pp. 55–89, doi:https://doi.org/10.1142/S0129055X10003886.
LibreCat
| DOI
21 Publications
2022 | Journal Article | LibreCat-ID: 31193
Kolb, Martin, et al. “Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature.” Annales Henri Poincaré, vol. 23, no. 4, Springer Science and Business Media LLC, 2022, pp. 1283–96, doi:10.1007/s00023-021-01121-5.
LibreCat
| DOI
| arXiv
2022 | Journal Article | LibreCat-ID: 35644
Kolb, Martin, and Alexander Klump. “Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev Boundary.” Theory of Probability and Its Applications, vol. 67, no. 4, Society for Industrial and Applied Mathematics, 2022, pp. 717–44.
LibreCat
2022 | Journal Article | LibreCat-ID: 35649
Kolb, Martin, and Matthias Liesenfeld. “On Non-Extinction in a Fleming-Viot-Type Particle Model with Bessel Drift.” Electronic Journal of Probability, no. 27, Institute of Mathematical Statistics, 2022, pp. 1–28, doi:https://doi.org/10.1214/22-EJP866.
LibreCat
| DOI
2022 | Journal Article | LibreCat-ID: 35650
Denisov, Denis, et al. “Persistence of Autoregressive Sequences with Logarithmic Tails.” Electronic Journal of Probability, vol. 27, Institute of Mathematical Statistics, 2022, pp. 1–43, doi:https://doi.org/10.48550/arXiv.2203.14772.
LibreCat
| DOI
2021 | Journal Article | LibreCat-ID: 33278 |
Kolb, Martin, et al. “Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature.” Annales Henri Poincaré , vol. 23, no. 4, Springer Science + Business Media, 2021, pp. 1283–96.
LibreCat
| Files available
| Download (ext.)
2020 | Journal Article | LibreCat-ID: 33282
Kolb, Martin, and Mladen Savov. “A Characterization of the Finiteness of Perpetual Integrals of Levy Processes.” Bernoulli, vol. 26, no. 2, Bernoulli Society for Mathematical Statistics and Probability, 2020, pp. 1453–72, doi:https://doi.org/10.48550/arXiv.1903.03792.
LibreCat
| DOI
2020 | Journal Article | LibreCat-ID: 33330
Haddenhorst, Björn, et al. “Generalized Transitivity: A Systematic Comparison of Concepts with an Application to Preferences in the Babington Smith Model.” International Journal of Approximate Reasoning, vol. 119, no. 2, Elsevier, 2020, pp. 373–407, doi:https://doi.org/10.1016/j.ijar.2020.01.007.
LibreCat
| DOI
2019 | Journal Article | LibreCat-ID: 33331
Kolb, Martin, and Matthias Liesenfeld. “Stochastic Spikes and Poisson Approximation of One-Dimensional Stochastic Differential Equations with Applications to Continuously Measured Quantum Systems.” Annales Henri Poincaré, vol. 20, no. 6, Institute Henri Poincaré, 2019, pp. 1753–83, doi:http://dx.doi.org/10.1007/s00023-019-00772-9.
LibreCat
| DOI
2019 | Journal Article | LibreCat-ID: 33333
Wang, Andi Q., et al. “Theoretical Properties of Quasi-Stationary Monte Carlo Methods.” The Annals of Applied Probability, vol. 29, no. 1, 2019, doi:http://dx.doi.org/10.1214/18-AAP1422.
LibreCat
| DOI
2018 | Journal Article | LibreCat-ID: 33335
Hinrichs, Günter, et al. “Persistence of One-Dimensional AR(1)-Processes.” Journal of Theoretical Probability, vol. 33, Springer Science + Business Media, 2018, pp. 65–102, doi:https://link.springer.com/article/10.1007/s10959-018-0850-0.
LibreCat
| DOI
2017 | Journal Article | LibreCat-ID: 33336
Boßmann, Lea, et al. “On the Dipole Approximation with Error Estimates.” Letters in Mathematical Physics, vol. 108, 2017, pp. 185–193, doi:https://link.springer.com/article/10.1007/s11005-017-0999-y.
LibreCat
| DOI
2017 | Journal Article | LibreCat-ID: 33342
Savov, Mladen, and Martin Kolb. “Conditional Survival Distributions of Brownian Trajectories in a One Dimensional Poissonian Environment in the Critical Case.” Electronic Journal of Probability, vol. 22, Institute of Mathematical Statistics & Bernoulli Society, 2017, doi:https://doi.org/10.1214/17-EJP4468.
LibreCat
| DOI
2016 | Journal Article | LibreCat-ID: 33343
Kolb, Martin, and David Krejčiřík. “Spectral Analysis of the Diffusion Operator with Random Jumps from the Boundary.” Mathematische Zeitschrift, vol. 284, Springer, 2016, pp. 877–900, doi:https://link.springer.com/content/pdf/10.1007/s00209-016-1677-y.pdf.
LibreCat
| DOI
2016 | Journal Article | LibreCat-ID: 33357
Kolb, Martin, and Mladen Savov. “Transience and Recurrence of a Brownian Path with Limited Local Time.” The Annals of Probability, vol. 44, no. 6, Institute of Mathematical Statistics, 2016, doi:http://dx.doi.org/10.1214/15-AOP1069.
LibreCat
| DOI
2015 | Journal Article | LibreCat-ID: 33358
Kolb, Martin, et al. “The Rate of Convergence to Stationarity for M/G/1 Models with Admission Controls via Coupling.” Stochastic Models, vol. 32, no. 1, INFORMS, 2015, pp. 121–35, doi:http://dx.doi.org/10.1080/15326349.2015.1090322.
LibreCat
| DOI
2015 | Journal Article | LibreCat-ID: 33360
Kolb, Martin, et al. “Local Asymptotics for the Area of Random Walk Excursions.” Journal of the London Mathematical Society, vol. 91, no. 2, London Mathematical Society, 2015, pp. 495–513.
LibreCat
2014 | Journal Article | LibreCat-ID: 33361
Kolb, Martin, and Mladen Savov. “Exponential Ergodicity of Killed Lévy Processes in a Finite Interval.” Electronic Communications in Probability, vol. 19, no. 31, Institute of Mathematical Statistics (IMS), 2014, pp. 1–9, doi:http://dx.doi.org/10.1214/ECP.v19-3006.
LibreCat
| DOI
2014 | Journal Article | LibreCat-ID: 33362
Kolb, Martin, and David Krejčiřík. “The Brownian Traveller on Manifolds.” Journal of Spectral Theory, vol. 4, no. 2, EMS Press, 2014, pp. 235–81, doi:https://doi.org/10.4171/jst/69.
LibreCat
| DOI
2012 | Journal Article | LibreCat-ID: 37503
Kolb, Martin, and David Steinsaltz. “Quasilimiting Behavior for One-Dimensional Diffusions with Killing.” Annals of Probability, vol. 40, no. 1, Institute of Mathematical Statistics, 2012, pp. 162–212, doi:https://doi.org/10.1214/10-AOP623.
LibreCat
| DOI
2012 | Journal Article | LibreCat-ID: 45765
Grummt, Robert, and Martin Kolb. “Essential Selfadjointness of Singular Magnetic Schrödinger Operators on Riemannian Manifolds.” Journal of Mathematical Analysis and Applications, vol. 388, 2012, pp. 480–89, doi:10.1016/j.jmaa.2011.09.060.
LibreCat
| DOI
2009 | Journal Article | LibreCat-ID: 37500
Bassi, Angelo, et al. “ON THE LONG TIME BEHAVIOR OF FREE STOCHASTIC SCHRÖDINGER EVOLUTIONS.” Reviews in Mathematical Physics, vol. 22, no. 1, 2009, pp. 55–89, doi:https://doi.org/10.1142/S0129055X10003886.
LibreCat
| DOI