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24 Publications
2022 | Journal Article | LibreCat-ID: 35644
Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev boundary
M. Kolb, A. Klump, Theory of Probability and Its Applications 67 (2022) 717–744.
LibreCat
M. Kolb, A. Klump, Theory of Probability and Its Applications 67 (2022) 717–744.
2022 | Journal Article | LibreCat-ID: 35649
On non-extinction in a Fleming-Viot-type particle model with Bessel drift
M. Kolb, M. Liesenfeld, Electronic Journal of Probability (2022) 1–28.
LibreCat
| DOI
M. Kolb, M. Liesenfeld, Electronic Journal of Probability (2022) 1–28.
2022 | Journal Article | LibreCat-ID: 35650
Persistence of autoregressive sequences with logarithmic tails
D. Denisov, G. Hinrichs, M. Kolb, V. Wachtel, Electronic Journal of Probability 27 (2022) 1–43.
LibreCat
| DOI
D. Denisov, G. Hinrichs, M. Kolb, V. Wachtel, Electronic Journal of Probability 27 (2022) 1–43.
2021 | Journal Article | LibreCat-ID: 33278 | 
Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature
M. Kolb, T. Weich, L. Wolf, Annales Henri Poincaré 23 (2021) 1283–1296.
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M. Kolb, T. Weich, L. Wolf, Annales Henri Poincaré 23 (2021) 1283–1296.
2021 | Journal Article | LibreCat-ID: 33481
A lower bound on the displacement of particles in 2D Gibbsian particle systems
T. Richthammer, M. Fiedler, Stochastic Processes and Their Applications 132 (2021) 1–32.
LibreCat
| DOI
T. Richthammer, M. Fiedler, Stochastic Processes and Their Applications 132 (2021) 1–32.
2020 | Journal Article | LibreCat-ID: 33282
A Characterization of the Finiteness of Perpetual Integrals of Levy Processes
M. Kolb, M. Savov, Bernoulli 26 (2020) 1453–1472.
LibreCat
| DOI
M. Kolb, M. Savov, Bernoulli 26 (2020) 1453–1472.
2020 | Journal Article | LibreCat-ID: 33330
Generalized transitivity: A systematic comparison of concepts with an application to preferences in the Babington Smith model
B. Haddenhorst, E. Hüllermeier, M. Kolb, International Journal of Approximate Reasoning 119 (2020) 373–407.
LibreCat
| DOI
B. Haddenhorst, E. Hüllermeier, M. Kolb, International Journal of Approximate Reasoning 119 (2020) 373–407.
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.
2015 | Journal Article | LibreCat-ID: 33358
The rate of convergence to stationarity for M/G/1 models with admission controls via coupling
M. Kolb, W. Stadje, A. Wübker, Stochastic Models 32 (2015) 121–135.
LibreCat
| DOI
M. Kolb, W. Stadje, A. Wübker, Stochastic Models 32 (2015) 121–135.
2015 | Journal Article | LibreCat-ID: 33360
Local asymptotics for the area of random walk excursions
M. Kolb, D. Denisov, V. Wachtel, Journal of the London Mathematical Society 91 (2015) 495–513.
LibreCat
M. Kolb, D. Denisov, V. Wachtel, Journal of the London Mathematical Society 91 (2015) 495–513.
2014 | Journal Article | LibreCat-ID: 33361
Exponential ergodicity of killed Lévy processes in a finite interval
M. Kolb, M. Savov, Electronic Communications in Probability 19 (2014) 1–9.
LibreCat
| DOI
M. Kolb, M. Savov, Electronic Communications in Probability 19 (2014) 1–9.