Philip Ernst
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Associate Professor
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About
Philip Ernst is an Associate Professor at Rice University, USA. His research areas include stochastic processes, optimal control problems, and mathematical finance, as evidenced by his recent publications such as "Exact Optimal Stopping for Multidimensional Linear Switching Diffusions" and "Fiscal stimulus as an optimal control problem." He also explores topics related to Brownian motion and portfolio optimization.
Recent Grants
Grant: Close
Nonparametric tests of independence for pairs of paths of stochastic processes
Open Date: 2021-06-01
Close Date: 2024-06-01
Grant: Close
Next-generation quickest detection
Open Date: 2018-07-01
Close Date: 2021-06-01
Grant: Close
Exact and asymptotic distribution theory for general Gaussian processes
Open Date: 2018-07-01
Close Date: 2022-06-01
Grant: Close
A symposium on optimal stopping (conference grant)
Open Date: 2018-06-01
Close Date: 2019-06-01
Grant: Close
A symposium on optimal stopping (conference grant)
Open Date: 2018-06-01
Close Date: 2019-06-01
Articles (11)
Year:
2022
Year:
2020
Collaborators (1)
Frederi Viens
Michigan State University
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