Martin Kolb
Martin Kolb
Dr Martin Kolb
Postdoctoral Researcher
kolb@stats.ox.ac.uk
+44 (0) 1865 271524 (Direct)
+44 (0) 1865 281533 (Fax)
Biographical Sketch
I came to the Department of Statistics in April 2010 to work with David Steinsaltz in a research project funded by the 'New Dynamics of Ageing' programme. After having studied mathematics and philosophy of science at the universities of Munich and Copenhagen and a brief period as a research associate at University of Constance I obtained a PhD at the University of Kaiserslautern in 2009.
Research interests
Survival Analysis, Asymptotic of Markov Processes
About my research
On the theoretical side, I am interested in the investigation of asymptotic behaviour of stochastic processes, in particular of Markov processes. I use different methods ranging from purely analytic tools e.g. spectral theory to more probabilistic ideas such as coupling approaches.
I am interested in application of these theoretical studies to questions having their root in physics or biology. My former projects investigated questions linked to quantum physics but current projects deal with problems which have a relation to biology and demography. In particular, I am working on developing methods for the analysis of survival data.
Selected Publications
On the strong uniqueness of some finite dimensional Dirichlet operators. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 11 (2008), 279-293.
With Angelo Bassi and Detlef Durr: On the long time behaviour of free stochastic Schrödinger evolutions, Rev. Math. Phys. 22 (2010), 55-89
With Detlef Durr, Tilo Moser and Sarah Römer: On the Quantum-mechanical Scattering Statistics of Many Particles, Letter in Mathematical Physics 93 (2010), 253 - 266
With David Steinsaltz: Quasilimiting behavior of one-dimensional diffusions with killing, The Annals of Probability
With Achim Wuebker:On the Spectral Gap of Diffusions with Jump Boundary, Electronic Journal of Probability, 16, paper 43 (2011), 1214-1237
With Achim Wuebker: Sprectral Analysis of Diffusions with Jump Boundary, Journal of Functional Analysis, 261 (2011), 1992-2012
With Detlef Duerr and Guenter Hinrichs: On a stochastic Trotter formula with application to spontaneous localization models, Journal of Statistical Physics 143 (2011), 1096-1119
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