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24 Publications
2022 | Journal Article | LibreCat-ID: 35644
Kolb, Martin, and Alexander Klump. “Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev Boundary.” Theory of Probability and Its Applications, vol. 67, no. 4, Society for Industrial and Applied Mathematics, 2022, pp. 717–44.
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2022 | Journal Article | LibreCat-ID: 35649
Kolb, Martin, and Matthias Liesenfeld. “On Non-Extinction in a Fleming-Viot-Type Particle Model with Bessel Drift.” Electronic Journal of Probability, no. 27, Institute of Mathematical Statistics, 2022, pp. 1–28, doi:https://doi.org/10.1214/22-EJP866.
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| DOI
2022 | Journal Article | LibreCat-ID: 35650
Denisov, Denis, et al. “Persistence of Autoregressive Sequences with Logarithmic Tails.” Electronic Journal of Probability, vol. 27, Institute of Mathematical Statistics, 2022, pp. 1–43, doi:https://doi.org/10.48550/arXiv.2203.14772.
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| DOI
2021 | Journal Article | LibreCat-ID: 33278 | 
Kolb, Martin, et al. “Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature.” Annales Henri Poincaré , vol. 23, no. 4, Springer Science + Business Media, 2021, pp. 1283–96.
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2021 | Journal Article | LibreCat-ID: 33481
Richthammer, Thomas, and Michael Fiedler. “A Lower Bound on the Displacement of Particles in 2D Gibbsian Particle Systems.” Stochastic Processes and Their Applications, vol. 132, Elsevier, 2021, pp. 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, Martin, and Mladen Savov. “A Characterization of the Finiteness of Perpetual Integrals of Levy Processes.” Bernoulli, vol. 26, no. 2, Bernoulli Society for Mathematical Statistics and Probability, 2020, pp. 1453–72, doi:https://doi.org/10.48550/arXiv.1903.03792.
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| DOI
2020 | Journal Article | LibreCat-ID: 33330
Haddenhorst, Björn, et al. “Generalized Transitivity: A Systematic Comparison of Concepts with an Application to Preferences in the Babington Smith Model.” International Journal of Approximate Reasoning, vol. 119, no. 2, Elsevier, 2020, pp. 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, Martin, and Matthias 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, Institute Henri Poincaré, 2019, pp. 1753–83, doi:http://dx.doi.org/10.1007/s00023-019-00772-9.
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| DOI
2019 | Journal Article | LibreCat-ID: 33333
Wang, Andi Q., et al. “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.
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| DOI
2019 | Journal Article | LibreCat-ID: 33334
Hening, Alexandru, and Martin Kolb. “Quasistationary Distributions for One-Dimensional Diffusions with Two Singular Boundary Points.” Stochastic Processes and Their Applications, vol. 129, no. 5, Bernoulli Society for Mathematical Statistics and Probability, 2019, pp. 1659–96, doi:http://dx.doi.org/10.1016/j.spa.2018.05.012.
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