43 citations · 79 across the 17 of their papers we have counts for
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math-ph2018★ 3 cited
Stochastic spikes and Poisson Approximation of one-dimensional stochastic differential equations with applications to continuously measured Quantum Systems
Martin Kolb, Matthias Liesenfeld
Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting p…
math.PR2018
Persistence of one-dimensional AR(1)-sequences
Günter Hinrichs, Martin Kolb, Vitali Wachtel
For a class of one-dimensional autoregressive processes we consider the tail behaviour of the stopping time . We discuss existi…