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27 Publications
2019 | Journal Article | LibreCat-ID: 33331
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.
LibreCat
| DOI
M. Kolb, M. Liesenfeld, Annales Henri Poincaré 20 (2019) 1753–1783.
2019 | Journal Article | LibreCat-ID: 33333
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).
LibreCat
| DOI
A.Q. Wang, M. Kolb, G.O. Roberts, D. Steinsaltz, The Annals of Applied Probability 29 (2019).
2019 | Journal Article | LibreCat-ID: 33334
Quasistationary distributions for one-dimensional diffusions with two singular boundary points
A. Hening, M. Kolb, Stochastic Processes and Their Applications 129 (2019) 1659–1696.
LibreCat
| DOI
A. Hening, M. Kolb, Stochastic Processes and Their Applications 129 (2019) 1659–1696.
2018 | Journal Article | LibreCat-ID: 33335
Persistence of one-dimensional AR(1)-processes
G. Hinrichs, M. Kolb, V. Wachtel, Journal of Theoretical Probability 33 (2018) 65–102.
LibreCat
| DOI
G. Hinrichs, M. Kolb, V. Wachtel, Journal of Theoretical Probability 33 (2018) 65–102.
2017 | Journal Article | LibreCat-ID: 33336
On the dipole approximation with error estimates
L. Boßmann, R. Grummt, M. Kolb, Letters in Mathematical Physics 108 (2017) 185–193.
LibreCat
| DOI
L. Boßmann, R. Grummt, M. Kolb, Letters in Mathematical Physics 108 (2017) 185–193.
2017 | Journal Article | LibreCat-ID: 33342
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).
LibreCat
| DOI
M. Savov, M. Kolb, Electronic Journal of Probability 22 (2017).
2016 | Journal Article | LibreCat-ID: 33343
Spectral analysis of the diffusion operator with random jumps from the boundary
M. Kolb, D. Krejčiřík, Mathematische Zeitschrift 284 (2016) 877–900.
LibreCat
| DOI
M. Kolb, D. Krejčiřík, Mathematische Zeitschrift 284 (2016) 877–900.
2016 | Journal Article | LibreCat-ID: 33344
Lower Bound on the Mean Square Displacement of Particles in the Hard Disk Model
T. Richthammer, Communications in Mathematical Physics 345 (2016) 1077–1099.
LibreCat
| DOI
T. Richthammer, Communications in Mathematical Physics 345 (2016) 1077–1099.
2016 | Journal Article | LibreCat-ID: 33357
Transience and recurrence of a Brownian path with limited local time
M. Kolb, M. Savov, The Annals of Probability 44 (2016).
LibreCat
| DOI
M. Kolb, M. Savov, The Annals of Probability 44 (2016).
2015 | Journal Article | LibreCat-ID: 33359
Gibbs measures on permutations over one-dimensional discrete point sets
T. Richthammer, M. Biskup, Communications in Mathematical Physics 25 (2015) 898–929.
LibreCat
| DOI
T. Richthammer, M. Biskup, Communications in Mathematical Physics 25 (2015) 898–929.