Philip A. Ernst

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 8

Top Topics

Closed Form Solutions

Stochastic Processes

Top Venues

Math. Oper. Res.

J. Appl. Probab.

Queueing Syst. Theory Appl.

Numer. Algorithms

Publications

Philip A. Ernst, Hongwei Mei, G. Peskir
Quickest Real-Time Detection of Multiple Brownian Drifts. SIAM J. Control. Optim. 62 (3) (2024)
Ewelina Bednarz, Philip A. Ernst, Adam Osekowski
On the Diameter of the Stopped Spider Process. Math. Oper. Res. 49 (1) (2024)
Philip A. Ernst, Hongwei Mei
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions. Math. Oper. Res. 48 (3) (2023)
Philip A. Ernst, L. C. G. Rogers
The Value of Insight. Math. Oper. Res. 45 (4) (2020)
Philip A. Ernst, Fazlollah Soleymani
A Legendre-based computational method for solving a class of Itô stochastic delay differential equations. Numer. Algorithms 80 (4) (2019)
Philip A. Ernst, Søren Asmussen, John J. Hasenbein
Stability and busy periods in a multiclass queue with state-dependent arrival rates. Queueing Syst. Theory Appl. 90 (3-4) (2018)
Philip A. Ernst, Larry Shepp
On occupation times of the first and third quadrants for planar Brownian motion. J. Appl. Probab. 54 (1) (2017)
Philip A. Ernst, Lawrence D. Brown, Larry Shepp, Robert L. Wolpert
Stationary Gaussian Markov processes as limits of stationary autoregressive time series. J. Multivar. Anal. 155 (2017)
Philip A. Ernst, Dean P. Foster, Larry A. Shepp
On Optimal Retirement. J. Appl. Probab. 51 (2) (2014)