Profile

Philip Ernst

Associate Professor of Statistics,
Rice University

Contact Details

Associate Professor of Statistics,
Rice University

Bio

Dr. Philip Ernst is currently an Associate Professor of Statistics (with tenure) at Rice University's Department of Statistics.

His research interests include applied probability, exact distribution theory, mathematical finance, optimal stopping, statistical inference for stochastic processes, and stochastic control.

He is currently a Guest Editor for "In Memoriam: Larry Shepp," a special issue of Stochastic Processes and their Applications. He serves as an Associate Editor of Stochastics, an Associate Editor of Statistics & Probability Letters, and Editor of Journal of Stochastic Analysis.