Ausgewählte Publikationen
Die vollständige Publikationsliste der AG Stochastik kann im Research Information System (RIS) eingesehen werden.
- 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.