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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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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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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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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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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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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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2018 | Journal Article | LibreCat-ID: 33335
Hinrichs, Günter, et al. “Persistence of One-Dimensional AR(1)-Processes.” Journal of Theoretical Probability, vol. 33, Springer Science + Business Media, 2018, pp. 65–102, doi:https://link.springer.com/article/10.1007/s10959-018-0850-0.
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2017 | Journal Article | LibreCat-ID: 33336
Boßmann, Lea, et al. “On the Dipole Approximation with Error Estimates.” Letters in Mathematical Physics, vol. 108, 2017, pp. 185–193, doi:https://link.springer.com/article/10.1007/s11005-017-0999-y.
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2017 | Journal Article | LibreCat-ID: 33342
Savov, Mladen, and Martin Kolb. “Conditional Survival Distributions of Brownian Trajectories in a One Dimensional Poissonian Environment in the Critical Case.” Electronic Journal of Probability, vol. 22, Institute of Mathematical Statistics & Bernoulli Society, 2017, doi:https://doi.org/10.1214/17-EJP4468.
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2016 | Journal Article | LibreCat-ID: 33343
Kolb, Martin, and David Krejčiřík. “Spectral Analysis of the Diffusion Operator with Random Jumps from the Boundary.” Mathematische Zeitschrift, vol. 284, Springer, 2016, pp. 877–900, doi:https://link.springer.com/content/pdf/10.1007/s00209-016-1677-y.pdf.
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2016 | Journal Article | LibreCat-ID: 33344
Richthammer, Thomas. “Lower Bound on the Mean Square Displacement of Particles in the Hard Disk Model.” Communications in Mathematical Physics , vol. 345, 2016, pp. 1077–99, doi:https://link.springer.com/article/10.1007/s00220-016-2584-0.
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2016 | Journal Article | LibreCat-ID: 33357
Kolb, Martin, and Mladen Savov. “Transience and Recurrence of a Brownian Path with Limited Local Time.” The Annals of Probability, vol. 44, no. 6, Institute of Mathematical Statistics, 2016, doi:http://dx.doi.org/10.1214/15-AOP1069.
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2015 | Journal Article | LibreCat-ID: 33359
Richthammer, Thomas, and Marek Biskup. “Gibbs Measures on Permutations over One-Dimensional Discrete Point Sets.” Communications in Mathematical Physics, vol. 25, no. 2, Springer Science+Business Media, 2015, pp. 898–929, doi:https://doi.org/10.48550/arXiv.1310.0248.
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2015 | Journal Article | LibreCat-ID: 33358
Kolb, Martin, et al. “The Rate of Convergence to Stationarity for M/G/1 Models with Admission Controls via Coupling.” Stochastic Models, vol. 32, no. 1, INFORMS, 2015, pp. 121–35, doi:http://dx.doi.org/10.1080/15326349.2015.1090322.
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2015 | Journal Article | LibreCat-ID: 33360
Kolb, Martin, et al. “Local Asymptotics for the Area of Random Walk Excursions.” Journal of the London Mathematical Society, vol. 91, no. 2, London Mathematical Society, 2015, pp. 495–513.
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2014 | Journal Article | LibreCat-ID: 33361
Kolb, Martin, and Mladen Savov. “Exponential Ergodicity of Killed Lévy Processes in a Finite Interval.” Electronic Communications in Probability, vol. 19, no. 31, Institute of Mathematical Statistics (IMS), 2014, pp. 1–9, doi:http://dx.doi.org/10.1214/ECP.v19-3006.
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2014 | Journal Article | LibreCat-ID: 33362
Kolb, Martin, and David Krejčiřík. “The Brownian Traveller on Manifolds.” Journal of Spectral Theory, vol. 4, no. 2, EMS Press, 2014, pp. 235–81, doi:https://doi.org/10.4171/jst/69.
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2012 | Journal Article | LibreCat-ID: 37503
Kolb, Martin, and David Steinsaltz. “Quasilimiting Behavior for One-Dimensional Diffusions with Killing.” Annals of Probability, vol. 40, no. 1, Institute of Mathematical Statistics, 2012, pp. 162–212, doi:https://doi.org/10.1214/10-AOP623.
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2012 | Journal Article | LibreCat-ID: 45765
Grummt, Robert, and Martin Kolb. “Essential Selfadjointness of Singular Magnetic Schrödinger Operators on Riemannian Manifolds.” Journal of Mathematical Analysis and Applications, vol. 388, 2012, pp. 480–89, doi:10.1016/j.jmaa.2011.09.060.
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2009 | Journal Article | LibreCat-ID: 37500
Bassi, Angelo, et al. “ON THE LONG TIME BEHAVIOR OF FREE STOCHASTIC SCHRÖDINGER EVOLUTIONS.” Reviews in Mathematical Physics, vol. 22, no. 1, 2009, pp. 55–89, doi:https://doi.org/10.1142/S0129055X10003886.
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