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24 Publications
2022 | Journal Article | LibreCat-ID: 35644
Kolb M, Klump A. Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev boundary. Theory of Probability and its Applications. 2022;67(4):717-744.
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2022 | Journal Article | LibreCat-ID: 35649
Kolb M, Liesenfeld M. On non-extinction in a Fleming-Viot-type particle model with Bessel drift. Electronic Journal of Probability. 2022;(27):1-28. doi:https://doi.org/10.1214/22-EJP866
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| DOI
2022 | Journal Article | LibreCat-ID: 35650
Denisov D, Hinrichs G, Kolb M, Wachtel V. Persistence of autoregressive sequences with logarithmic tails. Electronic Journal of Probability. 2022;27:1-43. doi:https://doi.org/10.48550/arXiv.2203.14772
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| DOI
2021 | Journal Article | LibreCat-ID: 33278 | 
Kolb M, Weich T, Wolf L. Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature. Annales Henri Poincaré . 2021;23(4):1283-1296.
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2021 | Journal Article | LibreCat-ID: 33481
Richthammer T, Fiedler M. A lower bound on the displacement of particles in 2D Gibbsian particle systems. Stochastic Processes and their Applications. 2021;132:1-32. doi:https://doi.org/10.1016/j.spa.2020.10.003
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| DOI
2020 | Journal Article | LibreCat-ID: 33282
Kolb M, Savov M. A Characterization of the Finiteness of Perpetual Integrals of Levy Processes. Bernoulli. 2020;26(2):1453-1472. doi:https://doi.org/10.48550/arXiv.1903.03792
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| DOI
2020 | Journal Article | LibreCat-ID: 33330
Haddenhorst B, Hüllermeier E, Kolb M. Generalized transitivity: A systematic comparison of concepts with an application to preferences in the Babington Smith model. International Journal of Approximate Reasoning. 2020;119(2):373-407. doi:https://doi.org/10.1016/j.ijar.2020.01.007
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| DOI
2019 | Journal Article | LibreCat-ID: 33331
Kolb M, Liesenfeld M. Stochastic Spikes and Poisson Approximation of One-Dimensional Stochastic Differential Equations with Applications to Continuously Measured Quantum Systems. Annales Henri Poincaré. 2019;20(6):1753-1783. doi:http://dx.doi.org/10.1007/s00023-019-00772-9
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| DOI
2019 | Journal Article | LibreCat-ID: 33333
Wang AQ, Kolb M, Roberts GO, Steinsaltz D. Theoretical properties of quasi-stationary Monte Carlo methods. The Annals of Applied Probability. 2019;29(1). doi:http://dx.doi.org/10.1214/18-AAP1422
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| DOI
2019 | Journal Article | LibreCat-ID: 33334
Hening A, Kolb M. Quasistationary distributions for one-dimensional diffusions with two singular boundary points. Stochastic Processes and their Applications. 2019;129(5):1659-1696. doi:http://dx.doi.org/10.1016/j.spa.2018.05.012
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| DOI