Prof. Dr. Martin Kolb

Stochastik Kolb

Head -

Office Address:
Warburger Str. 100
33098 Paderborn
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)


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.

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


Current Courses

  • Stochastische Prozesse
  • Seminar Stochastik (Master Lehramt GyGe/BK)
  • 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)