Philip Ernst

Available identifiers

zbMath Open ernst.philip-aWikidataQ102421208 ScholiaQ102421208MaRDI QIDQ512006

List of research outcomes

Publication	Date of Publication	Type
The minimax Wiener sequential testing problem	2025-01-14	Paper
Yule's ``Nonsense correlation: moments and density	2024-11-05	Paper
Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems	2024-07-30	Paper
Quickest real-time detection of multiple Brownian drifts	2024-07-09	Paper
On the Diameter of the Stopped Spider Process	2024-03-05	Paper
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions	2024-02-27	Paper
The Minimax Wiener Sequential Testing Problem	2023-10-31	Paper
Exact and asymptotic distribution theory for the empirical correlation of two AR(1) processes	2023-10-12	Paper
Yule's ``nonsense correlation for Gaussian random walks	2023-07-12	Paper
Quickest Real-Time Detection of Multiple Brownian Drifts	2023-05-09	Paper
Quickest real-time detection of a Brownian coordinate drift	2022-10-10	Paper
The least favorable noise	2022-07-08	Paper
Fiscal stimulus as an optimal control problem	2022-06-20	Paper
The rencontre problem	2022-06-20	Paper
Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary	2022-02-14	Paper
Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant	2021-11-03	Paper
Optimal real-time detection of a drifting Brownian coordinate	2021-03-18	Paper
The Value of Insight	2021-01-08	Paper
When is it best to follow the leader?	2020-04-29	Paper
Heavy-tailed distributions in branching process models of secondary cancerous tumors	2020-02-05	Paper
The bias mapping of the Yule-Walker estimator is a contraction	2019-11-19	Paper
Asymptotics for the time of ruin in the war of attrition	2019-09-16	Paper
Yule's "nonsense correlation" solved: Part II	2019-09-05	Paper
Stability and busy periods in a multiclass queue with state-dependent arrival rates	2019-07-31	Paper
A Legendre-based computational method for solving a class of Itô stochastic delay differential equations	2019-03-26	Paper
MEXIT: maximal un-coupling times for stochastic processes	2019-01-25	Paper
Sequential rerandomization	2018-12-10	Paper
On occupation times of the first and third quadrants for planar Brownian motion	2018-09-26	Paper
Exercising control when confronted by a (Brownian) spider	2018-02-06	Paper
Minimizing Fisher information with absolute moment constraints	2017-12-22	Paper
The value of foresight	2017-11-09	Paper
Yule's ``nonsense correlation solved!	2017-09-08	Paper
On the arbitrage price of European call options	2017-04-13	Paper
Stationary Gaussian Markov processes as limits of stationary autoregressive time series	2017-02-23	Paper
Bayesian aggregation of two forecasts in the partial information framework	2016-10-31	Paper
On the time for Brownian motion to visit every point on a circle	2016-03-08	Paper
On Optimal Retirement	2014-07-11	Paper
The General Stationary Gaussian Markov Process	2013-12-31	Paper
Asymptotic optimality of dynamic first-fit packing on the half-axis	N/A	Paper
The Gapeev-Shiryaev Conjecture	N/A	Paper

Research outcomes over time

This page was built for person: Philip Ernst