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27 Publications
2019 | Journal Article | LibreCat-ID: 33331
M. Kolb and M. 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, pp. 1753–1783, 2019, doi: http://dx.doi.org/10.1007/s00023-019-00772-9.
LibreCat
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2019 | Journal Article | LibreCat-ID: 33333
A. Q. Wang, M. Kolb, G. O. Roberts, and D. Steinsaltz, “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
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2019 | Journal Article | LibreCat-ID: 33334
A. Hening and M. Kolb, “Quasistationary distributions for one-dimensional diffusions with two singular boundary points,” Stochastic Processes and their Applications, vol. 129, no. 5, pp. 1659–1696, 2019, doi: http://dx.doi.org/10.1016/j.spa.2018.05.012.
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2018 | Journal Article | LibreCat-ID: 33335
G. Hinrichs, M. Kolb, and V. Wachtel, “Persistence of one-dimensional AR(1)-processes,” Journal of Theoretical Probability, vol. 33, pp. 65–102, 2018, doi: https://link.springer.com/article/10.1007/s10959-018-0850-0.
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2017 | Journal Article | LibreCat-ID: 33336
L. Boßmann, R. Grummt, and M. Kolb, “On the dipole approximation with error estimates,” Letters in Mathematical Physics, vol. 108, pp. 185–193, 2017, doi: https://link.springer.com/article/10.1007/s11005-017-0999-y.
LibreCat
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2017 | Journal Article | LibreCat-ID: 33342
M. Savov and M. Kolb, “Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case,” Electronic Journal of Probability, vol. 22, 2017, doi: https://doi.org/10.1214/17-EJP4468.
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2016 | Journal Article | LibreCat-ID: 33343
M. Kolb and D. Krejčiřík, “Spectral analysis of the diffusion operator with random jumps from the boundary,” Mathematische Zeitschrift, vol. 284, pp. 877–900, 2016, doi: https://link.springer.com/content/pdf/10.1007/s00209-016-1677-y.pdf.
LibreCat
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2016 | Journal Article | LibreCat-ID: 33344
T. Richthammer, “Lower Bound on the Mean Square Displacement of Particles in the Hard Disk Model,” Communications in Mathematical Physics , vol. 345, pp. 1077–1099, 2016, doi: https://link.springer.com/article/10.1007/s00220-016-2584-0.
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2016 | Journal Article | LibreCat-ID: 33357
M. Kolb and M. Savov, “Transience and recurrence of a Brownian path with limited local time,” The Annals of Probability, vol. 44, no. 6, 2016, doi: http://dx.doi.org/10.1214/15-AOP1069.
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2015 | Journal Article | LibreCat-ID: 33359
T. Richthammer and M. Biskup, “Gibbs measures on permutations over one-dimensional discrete point sets,” Communications in Mathematical Physics, vol. 25, no. 2, pp. 898–929, 2015, doi: https://doi.org/10.48550/arXiv.1310.0248.
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