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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.