- E-Mail:
- kolb@math.uni-paderborn.de
- Phone:
- +49 5251 60-2643
- ORCID:
- 0009-0008-1152-421X
- Web:
- Homepage
- Office Address:
-
Warburger Str. 100
33098 Paderborn - Room:
- J2.207
- Office hours:
nach Vereinbarung
About Martin Kolb
Curriculum Vitae
Since 2017: Professor (W3)
Paderborn University
17.07.2020 - 16.12.2020: Parental leave (full time)
2014 - 2017: Professor (W2)
Paderborn University
2012 - 2014: Lecturer
University of Reading, UK
2011 - 2012: Harrison Early Career Professor
Warwick University, UK
2010 - 2011: Postdoc
University of Oxford, UK
2008 - 2010: Scientific Assistant
Ludwig-Maximilians-University Munich, Germany
29.09.2009: Doctorate
Mathematics, TU Kaiserslautern, Germany, Supervisor: Prof. Dr. Heinrich von Weizsäcker
2005 - 2009: PhD Student
TU Kaiserslautern, Germany
2005 - 2005: Scientific Assistant
University of Constance, Germany
2000 - 2005: Degree programme
Diploma in Mathematics, Ludwig-Maximilians-University Munich, Germany
2002 - 2003: Degree programme
Studies at the University of Copenhagen, Denmark
Since 2013: Invited Talks
2023: Felix-Klein-Kolloquium, RPTU Kaiserslautern, 10.01.2022, Germany
2022: START2022 Stochastic Analysis and Related Topics, TU Dresden, 10.11.2022 - 11.11.2022, Germany
2022: 10th International Conference on Levy Processes, Mannheim, 18.07.2022 - 22.07.2022, Germany
2022: Polya Urns, Stochastic approximation and quasistationary distributions: new developments, 11.04.2022 - 14.04.2022, Bath, UK
2017: CIRM, Mathematical Aspects of the Physics with non-selfadjoint operators, 05.05.2017 - 09.05.2017, Marseille, France
2013: ICMS, Mathematical Aspects of the Physics with non-selfadjoint operators, 11.03.2013 - 15.03.2013, Edinburgh, UK
2013: Research in Pairs at Oberwolfach Research Institute (2 weeks)
Publications
Selected Publications
Uniqueness of the Inverse First Passage Time Problem and the Shape of the Shiryaev boundary
M. Kolb, A. Klump, Theory of Probability and Its Applications 67 (2022) 717–744.
On non-extinction in a Fleming-Viot-type particle model with Bessel drift
M. Kolb, M. Liesenfeld, Electronic Journal of Probability (2022) 1–28.
Persistence of autoregressive sequences with logarithmic tails
D. Denisov, G. Hinrichs, M. Kolb, V. Wachtel, Electronic Journal of Probability 27 (2022) 1–43.
Spectral Asymptotics for Kinetic Brownian Motion on Surfaces of Constant Curvature
M. Kolb, T. Weich, L. Wolf, Annales Henri Poincaré 23 (2021) 1283–1296.
Theoretical properties of quasi-stationary Monte Carlo methods
A.Q. Wang, M. Kolb, G.O. Roberts, D. Steinsaltz, The Annals of Applied Probability 29 (2019).
Show all publications
Teaching
Current Courses
- Stochastik 1
- Oberseminar "Stochastik"
Scientific Engagement
Since 2019 | Main Organizer and member of the jury of the Weierstrass-Lecture at Paderborn University
Main speakers: Akshay Venkatesh in 2019 (Fields medal 2018), Peter Scholze in 2022 (Fields medal 2018), Hugo Duminil-Copin in 2023 (Fields medal 2022)
Since 2013 | Member of scientific or organizing committees of several international conferences and workshops
Examples:DFG-funded conference “Stochastic Processes under Constraints” 2016, and conference “Recent Developments in Stochastic Processes” 2023 in Sofia including several events specifically aimed at early career researchers
2020 | Co-Organizer, MFO Oberwolfach Workshop "Stochastic Processes with constraints"
2018 | Member of the local Organizing Committee of the joint annual conference of the German Mathematical Society (DMV) and the Society for Mathematics Education (GDM)