Forschung
Aktuelle Forschungsgebiete in der Wahrscheinlichkeitstheorie:
- Modelle der statistischen Mechanik
- Asymptotisches Verhalten von stochastischen Prozessen
- Beziehungen zur mathematischen Physik
- zufällige dynamische Systeme
- Markov Chain Monte Carlo Methoden
Publikationen
- Aurzada, Frank; Kolb, Martin; Schickentanz, Dominic T.: Brownian motion conditioned to spend limited time outside a bounded interval – an extreme example of entropic repulsion, Bernoulli 31 (2025): 1428-1450.
- Klump, Alexander; Kolb, Martin: An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion. Journal of Applied Probability 61 (2024), 279-300
- Klump, Alexander; Kolb, Martin: Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev boundary, Theory of Probability and Its Applications 67 (2022) 717–744.
- Kolb, Martin; Liesenfeld, Matthias: On non-extinction in a Fleming-Viot type particle model with Bessel drift, Electron. J. Probab. 27: 1-28 (2022)
- 2022 | Journal Article | LibreCat-ID: 35650
- Denisov, Denis; Hinrichs, Günter; Kolb, Martin; Wachtel, Vitali: Persistence of autoregessive processes with logarithmic tails, Electronic Journal of Probability 27 (2022) 1–43.
- Kolb, Martin; Weich,Tobias; Wolf, Lasse: Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature, Annales Henri Poincaré (2021), 23(4), pp. 1283-1296
- Richthammer; Thomas, Fiedler; Michael, A lower bound on the displacement of particles in 2D Gibbsian particle systems, Stochastic Processes and Their Applications 132 (2021) 1–32.
- Kolb, Martin; Liesenfeld, Matthias: Stochastic Spikes and Poisson Approximation of One-Dimensional Stochastic Differential Equations with Applications to Continuously Measured Quantum Systems, Annales Henri Poincaré 20, 1753–1783 (2019)
- Wang, Andi Q.; Kolb Martin; Gareth O. Roberts, Steinsaltz David: Theoretical properties of quasi-stationary Monte Carlo methods, Annals of Applied Probability 29(1): 434-457 (2019)
- Boßmann, Lea; Grummt, Robert; Kolb, Martin: On the dipole approximation with error estimates, Letters in Mathematical Physics 108, pages185–193 (2018)
- Richthammer, Thomas: Lower bound on the mean square displacement of particles in the hard disk model, Communications in Mathematical Physics 345 (2016)
- Kolb, Martin; Savov, Mladen: Transience and recurrence of a Brownian path with limited local time, Annals of Probability 44 (2016)
- M. Kolb, D. Steinsaltz, Quasilimiting behavior for one-dimensional diffusions with killing, Annals of Probability 40 (2012) 162–212.
- R. Grummt, M. Kolb, Essential selfadjointness of singular magnetic Schrödinger operators on Riemannian manifolds, Journal of Mathematical Analysis and Applications 388 (2012) 480–489
- A. Bassi, D. Dürr, M. Kolb, On the long time behavior of free stochastic Schrödinger evolutions, Reviews in Mathematical Physics 22 (2009) 55–89.
Konferenzen
Mehr über Teilnahme an und Organisation von Konferenzen
Kollaborationen
Hier findet sich eine Liste von Kollaborationen.