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researcher

Philip A. Ernst

36 papers hereh-index 8275 citations63 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author29
  • middle author6

Across the 36 of 36 papers where every author was matched, so the position is known.

fields
  • math.PR22
  • math.ST4
  • math.OC2
  • q-fin.MF2
  • q-fin.PM2
  • q-bio.PE1

identity via Semantic Scholar / OpenAlex

activity
20132025
most citedEscape and absorption probabilities for obliquely reflected Brownian motion in a quadrant

9 citations · 24 across the 24 of their papers we have counts for

collaborators
Showing 2023 · math.OCShow all

1 paper · 2 filters

math.OC2023

The Minimax Wiener Sequential Testing Problem

Philip Ernst, Hongwei Mei

Consider the sample path of a one-dimensional diffusion for which the diffusion coefficient is given and where the drift may take on one of two values: μ0​ or μ1​. Suppose that…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.