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24 Publications
2022 | Journal Article | LibreCat-ID: 35644
Kolb, M., & Klump, A. (2022). Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev boundary. Theory of Probability and Its Applications, 67(4), 717–744.
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2022 | Journal Article | LibreCat-ID: 35649
Kolb, M., & Liesenfeld, M. (2022). On non-extinction in a Fleming-Viot-type particle model with Bessel drift. Electronic Journal of Probability, 27, 1–28. 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. (2022). Persistence of autoregressive sequences with logarithmic tails. Electronic Journal of Probability, 27, 1–43. 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. (2021). Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature. Annales Henri Poincaré , 23(4), 1283–1296.
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2021 | Journal Article | LibreCat-ID: 33481
Richthammer, T., & Fiedler, M. (2021). A lower bound on the displacement of particles in 2D Gibbsian particle systems. Stochastic Processes and Their Applications, 132, 1–32. 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. (2020). A Characterization of the Finiteness of Perpetual Integrals of Levy Processes. Bernoulli, 26(2), 1453–1472. 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. (2020). Generalized transitivity: A systematic comparison of concepts with an application to preferences in the Babington Smith model. International Journal of Approximate Reasoning, 119(2), 373–407. 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. (2019). Stochastic Spikes and Poisson Approximation of One-Dimensional Stochastic Differential Equations with Applications to Continuously Measured Quantum Systems. Annales Henri Poincaré, 20(6), 1753–1783. http://dx.doi.org/10.1007/s00023-019-00772-9
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| DOI
2019 | Journal Article | LibreCat-ID: 33333
Wang, A. Q., Kolb, M., Roberts, G. O., & Steinsaltz, D. (2019). Theoretical properties of quasi-stationary Monte Carlo methods. The Annals of Applied Probability, 29(1). http://dx.doi.org/10.1214/18-AAP1422
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| DOI
2019 | Journal Article | LibreCat-ID: 33334
Hening, A., & Kolb, M. (2019). Quasistationary distributions for one-dimensional diffusions with two singular boundary points. Stochastic Processes and Their Applications, 129(5), 1659–1696. http://dx.doi.org/10.1016/j.spa.2018.05.012
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| DOI
2018 | Journal Article | LibreCat-ID: 33335
Hinrichs, G., Kolb, M., & Wachtel, V. (2018). Persistence of one-dimensional AR(1)-processes. Journal of Theoretical Probability, 33, 65–102. https://link.springer.com/article/10.1007/s10959-018-0850-0
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| DOI
2017 | Journal Article | LibreCat-ID: 33336
Boßmann, L., Grummt, R., & Kolb, M. (2017). On the dipole approximation with error estimates. Letters in Mathematical Physics, 108, 185–193. https://link.springer.com/article/10.1007/s11005-017-0999-y
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| DOI
2017 | Journal Article | LibreCat-ID: 33342
Savov, M., & Kolb, M. (2017). Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case. Electronic Journal of Probability, 22. https://doi.org/10.1214/17-EJP4468
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| DOI
2016 | Journal Article | LibreCat-ID: 33343
Kolb, M., & Krejčiřík, D. (2016). Spectral analysis of the diffusion operator with random jumps from the boundary. Mathematische Zeitschrift, 284, 877–900. https://link.springer.com/content/pdf/10.1007/s00209-016-1677-y.pdf
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| DOI
2016 | Journal Article | LibreCat-ID: 33344
Richthammer, T. (2016). Lower Bound on the Mean Square Displacement of Particles in the Hard Disk Model. Communications in Mathematical Physics , 345, 1077–1099. https://link.springer.com/article/10.1007/s00220-016-2584-0
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| DOI
2016 | Journal Article | LibreCat-ID: 33357
Kolb, M., & Savov, M. (2016). Transience and recurrence of a Brownian path with limited local time. The Annals of Probability, 44(6). http://dx.doi.org/10.1214/15-AOP1069
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| DOI
2015 | Journal Article | LibreCat-ID: 33359
Richthammer, T., & Biskup, M. (2015). Gibbs measures on permutations over one-dimensional discrete point sets. Communications in Mathematical Physics, 25(2), 898–929. https://doi.org/10.48550/arXiv.1310.0248
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| DOI
2015 | Journal Article | LibreCat-ID: 33358
Kolb, M., Stadje, W., & Wübker, A. (2015). The rate of convergence to stationarity for M/G/1 models with admission controls via coupling. Stochastic Models, 32(1), 121–135. http://dx.doi.org/10.1080/15326349.2015.1090322
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| DOI
2015 | Journal Article | LibreCat-ID: 33360
Kolb, M., Denisov, D., & Wachtel, V. (2015). Local asymptotics for the area of random walk excursions. Journal of the London Mathematical Society, 91(2), 495–513.
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2014 | Journal Article | LibreCat-ID: 33361
Kolb, M., & Savov, M. (2014). Exponential ergodicity of killed Lévy processes in a finite interval. Electronic Communications in Probability, 19(31), 1–9. http://dx.doi.org/10.1214/ECP.v19-3006
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