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27 Publications
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
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
2019 | Journal Article | LibreCat-ID: 33334
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
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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
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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
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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
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
2016 | Journal Article | LibreCat-ID: 33344
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
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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
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2015 | Journal Article | LibreCat-ID: 33359
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
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