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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 2018Show all

3 papers · 1 filter

math.PR2018

Optimal real-time detection of a drifting Brownian coordinate

Philip Ernst, Goran Peskir, Quan Zhou

Consider the motion of a Brownian particle in three dimensions, whose two spatial coordinates are standard Brownian motions with zero drift, and the remaining (unknown) spatial coo…

math.OC2018

When is it best to follow the leader?

Philip Ernst, L. C. G. Rogers, Quan Zhou

An object is hidden in one of N boxes. Initially, the probability that it is in box i is πi​(0). You then search in continuous time, observing box Jt​ at time t, and rece…

q-bio.PE2018★ 1 cited

Thick distribution tails in models of cancer secondary tumors

Philip A. Ernst, Marek Kimmel, Monika Kurpas +1

Recent progress in microdissection and in DNA sequencing has enabled subsampling of multi-focal cancers in organs such as the liver in several hundred spots, helping to determine t…

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