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24 Publications
2022 | Journal Article | LibreCat-ID: 35644
@article{Kolb_Klump_2022, title={Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev boundary}, volume={67}, number={4}, journal={Theory of Probability and its Applications}, publisher={Society for Industrial and Applied Mathematics}, author={Kolb, Martin and Klump, Alexander}, year={2022}, pages={717–744} }
LibreCat
2022 | Journal Article | LibreCat-ID: 35649
@article{Kolb_Liesenfeld_2022, title={On non-extinction in a Fleming-Viot-type particle model with Bessel drift}, DOI={https://doi.org/10.1214/22-EJP866}, number={27}, journal={Electronic Journal of Probability}, publisher={Institute of Mathematical Statistics}, author={Kolb, Martin and Liesenfeld, Matthias}, year={2022}, pages={1–28} }
LibreCat
| DOI
2022 | Journal Article | LibreCat-ID: 35650
@article{Denisov_Hinrichs_Kolb_Wachtel_2022, title={Persistence of autoregressive sequences with logarithmic tails}, volume={27}, DOI={https://doi.org/10.48550/arXiv.2203.14772}, journal={Electronic Journal of Probability}, publisher={Institute of Mathematical Statistics}, author={Denisov, Denis and Hinrichs, Günter and Kolb, Martin and Wachtel, Vitali}, year={2022}, pages={1–43} }
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| DOI
2021 | Journal Article | LibreCat-ID: 33278 | 
@article{Kolb_Weich_Wolf_2021, title={Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature}, volume={23}, number={4}, journal={Annales Henri Poincaré }, publisher={Springer Science + Business Media}, author={Kolb, Martin and Weich, Tobias and Wolf, Lasse}, year={2021}, pages={1283–1296} }
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2021 | Journal Article | LibreCat-ID: 33481
@article{Richthammer_Fiedler_2021, title={A lower bound on the displacement of particles in 2D Gibbsian particle systems}, volume={132}, DOI={https://doi.org/10.1016/j.spa.2020.10.003}, journal={Stochastic Processes and their Applications}, publisher={Elsevier}, author={Richthammer, Thomas and Fiedler, Michael}, year={2021}, pages={1–32} }
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| DOI
2020 | Journal Article | LibreCat-ID: 33282
@article{Kolb_Savov_2020, title={A Characterization of the Finiteness of Perpetual Integrals of Levy Processes}, volume={26}, DOI={https://doi.org/10.48550/arXiv.1903.03792}, number={2}, journal={Bernoulli}, publisher={Bernoulli Society for Mathematical Statistics and Probability}, author={Kolb, Martin and Savov, Mladen}, year={2020}, pages={1453–1472} }
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| DOI
2020 | Journal Article | LibreCat-ID: 33330
@article{Haddenhorst_Hüllermeier_Kolb_2020, title={Generalized transitivity: A systematic comparison of concepts with an application to preferences in the Babington Smith model}, volume={119}, DOI={https://doi.org/10.1016/j.ijar.2020.01.007}, number={2}, journal={International Journal of Approximate Reasoning}, publisher={Elsevier}, author={Haddenhorst, Björn and Hüllermeier, Eyke and Kolb, Martin}, year={2020}, pages={373–407} }
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| DOI
2019 | Journal Article | LibreCat-ID: 33331
@article{Kolb_Liesenfeld_2019, title={Stochastic Spikes and Poisson Approximation of One-Dimensional Stochastic Differential Equations with Applications to Continuously Measured Quantum Systems}, volume={20}, DOI={http://dx.doi.org/10.1007/s00023-019-00772-9}, number={6}, journal={Annales Henri Poincaré}, publisher={Institute Henri Poincaré}, author={Kolb, Martin and Liesenfeld, Matthias}, year={2019}, pages={1753–1783} }
LibreCat
| DOI
2019 | Journal Article | LibreCat-ID: 33333
@article{Wang_Kolb_Roberts_Steinsaltz_2019, title={Theoretical properties of quasi-stationary Monte Carlo methods}, volume={29}, DOI={http://dx.doi.org/10.1214/18-AAP1422}, number={1}, journal={The Annals of Applied Probability}, author={Wang, Andi Q. and Kolb, Martin and Roberts, Gareth O. and Steinsaltz, David}, year={2019} }
LibreCat
| DOI
2019 | Journal Article | LibreCat-ID: 33334
@article{Hening_Kolb_2019, title={Quasistationary distributions for one-dimensional diffusions with two singular boundary points}, volume={129}, DOI={http://dx.doi.org/10.1016/j.spa.2018.05.012}, number={5}, journal={Stochastic Processes and their Applications}, publisher={Bernoulli Society for Mathematical Statistics and Probability}, author={Hening, Alexandru and Kolb, Martin}, year={2019}, pages={1659–1696} }
LibreCat
| DOI
2018 | Journal Article | LibreCat-ID: 33335
@article{Hinrichs_Kolb_Wachtel_2018, title={Persistence of one-dimensional AR(1)-processes}, volume={33}, DOI={https://link.springer.com/article/10.1007/s10959-018-0850-0}, journal={Journal of Theoretical Probability}, publisher={Springer Science + Business Media}, author={Hinrichs, Günter and Kolb, Martin and Wachtel, Vitali}, year={2018}, pages={65–102} }
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| DOI
2017 | Journal Article | LibreCat-ID: 33336
@article{Boßmann_Grummt_Kolb_2017, title={On the dipole approximation with error estimates}, volume={108}, DOI={https://link.springer.com/article/10.1007/s11005-017-0999-y}, journal={Letters in Mathematical Physics}, author={Boßmann, Lea and Grummt, Robert and Kolb, Martin}, year={2017}, pages={185–193} }
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| DOI
2017 | Journal Article | LibreCat-ID: 33342
@article{Savov_Kolb_2017, title={Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case}, volume={22}, DOI={https://doi.org/10.1214/17-EJP4468}, journal={Electronic Journal of Probability}, publisher={ Institute of Mathematical Statistics & Bernoulli Society}, author={Savov, Mladen and Kolb, Martin}, year={2017} }
LibreCat
| DOI
2016 | Journal Article | LibreCat-ID: 33343
@article{Kolb_Krejčiřík_2016, title={Spectral analysis of the diffusion operator with random jumps from the boundary}, volume={284}, DOI={https://link.springer.com/content/pdf/10.1007/s00209-016-1677-y.pdf}, journal={Mathematische Zeitschrift}, publisher={Springer}, author={Kolb, Martin and Krejčiřík, David}, year={2016}, pages={877–900} }
LibreCat
| DOI
2016 | Journal Article | LibreCat-ID: 33344
@article{Richthammer_2016, title={Lower Bound on the Mean Square Displacement of Particles in the Hard Disk Model}, volume={345}, DOI={https://link.springer.com/article/10.1007/s00220-016-2584-0}, journal={Communications in Mathematical Physics }, author={Richthammer, Thomas}, year={2016}, pages={1077–1099} }
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| DOI
2016 | Journal Article | LibreCat-ID: 33357
@article{Kolb_Savov_2016, title={Transience and recurrence of a Brownian path with limited local time}, volume={44}, DOI={http://dx.doi.org/10.1214/15-AOP1069}, number={6}, journal={The Annals of Probability}, publisher={Institute of Mathematical Statistics}, author={Kolb, Martin and Savov, Mladen}, year={2016} }
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| DOI
2015 | Journal Article | LibreCat-ID: 33359
@article{Richthammer_Biskup_2015, title={Gibbs measures on permutations over one-dimensional discrete point sets}, volume={25}, DOI={https://doi.org/10.48550/arXiv.1310.0248}, number={2}, journal={Communications in Mathematical Physics}, publisher={Springer Science+Business Media}, author={Richthammer, Thomas and Biskup, Marek}, year={2015}, pages={898–929} }
LibreCat
| DOI
2015 | Journal Article | LibreCat-ID: 33358
@article{Kolb_Stadje_Wübker_2015, title={The rate of convergence to stationarity for M/G/1 models with admission controls via coupling}, volume={32}, DOI={http://dx.doi.org/10.1080/15326349.2015.1090322}, number={1}, journal={Stochastic Models}, publisher={INFORMS}, author={Kolb, Martin and Stadje, Wolfgang and Wübker, Achim}, year={2015}, pages={121–135} }
LibreCat
| DOI
2015 | Journal Article | LibreCat-ID: 33360
@article{Kolb_Denisov_Wachtel_2015, title={Local asymptotics for the area of random walk excursions}, volume={91}, number={2}, journal={Journal of the London Mathematical Society}, publisher={London Mathematical Society}, author={Kolb, Martin and Denisov, Denis and Wachtel, Vitali}, year={2015}, pages={495–513} }
LibreCat
2014 | Journal Article | LibreCat-ID: 33361
@article{Kolb_Savov_2014, title={Exponential ergodicity of killed Lévy processes in a finite interval}, volume={19}, DOI={http://dx.doi.org/10.1214/ECP.v19-3006}, number={31}, journal={Electronic Communications in Probability}, publisher={Institute of Mathematical Statistics (IMS)}, author={Kolb, Martin and Savov, Mladen}, year={2014}, pages={1–9} }
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