Philip A. Ernst

According to our database, Philip A. Ernst authored at least 10 papers between 2014 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2024

Quickest Real-Time Detection of Multiple Brownian Drifts.

Philip A. Ernst, Hongwei Mei, G. Peskir

SIAM J. Control. Optim., 2024

On the Diameter of the Stopped Spider Process.

Ewelina Bednarz, Philip A. Ernst, Adam Osekowski

Math. Oper. Res., 2024

2023

Exact Optimal Stopping for Multidimensional Linear Switching Diffusions.

Philip A. Ernst, Hongwei Mei

Math. Oper. Res., August, 2023

2020

The Value of Insight.

Philip A. Ernst, L. C. G. Rogers

Math. Oper. Res., 2020

2019

A Legendre-based computational method for solving a class of Itô stochastic delay differential equations.

Philip A. Ernst, Fazlollah Soleymani

Numer. Algorithms, 2019

2018

Stability and busy periods in a multiclass queue with state-dependent arrival rates.

Philip A. Ernst, Søren Asmussen, John J. Hasenbein

Queueing Syst. Theory Appl., 2018

2017

Stationary Gaussian Markov processes as limits of stationary autoregressive time series.

Philip A. Ernst, Lawrence D. Brown, Larry Shepp, Robert L. Wolpert

J. Multivar. Anal., 2017

On occupation times of the first and third quadrants for planar Brownian motion.

Philip A. Ernst, Larry Shepp

J. Appl. Probab., 2017

2016

Exercising control when confronted by a (Brownian) spider.

Philip A. Ernst

Oper. Res. Lett., 2016

2014

On Optimal Retirement.

Philip A. Ernst, Dean P. Foster, Larry A. Shepp

J. Appl. Probab., 2014