Ya-Chi Chu

collaborators

3 papers

math.PR2026

Non-Markovianity of $2 K - B$ and a degeneration

Yang Chu, Lingfu Zhang

We study the process of $2 K - B$ , where $B$ is a standard one-dimensional Brownian motion and $K$ is its concave majorant. In light of Pitman's $2 M - B$ theorem, it was recently conjec…

math.AP2025

Exponential Absolute Minimizing extension and biased infinity Laplacian

Yang Chu

We study the variational structure of the biased infinity Laplacian by introducing a notion of the $I^^{2}$ \textit{-Exponential Absolute Minimizing Extension} ( $I^^{2}$ --AM) on arbitrary l…

math.OC2025

On the convexity for the range set of two quadratic functions

Huu-Quang Nguyen, Ya-Chi Chu, Ruey-Lin Sheu

Given $n \times n$ symmetric matrices $A$ and $B$ , Dines in 1941 proved that the joint range set ${(x^{T} A x, x^{T} B x) ∣ x \in R^{n}}$ is always convex. Our paper is concerned with…

Non-Markovianity of 2K−B and a degeneration

Exponential Absolute Minimizing extension and biased infinity Laplacian

On the convexity for the range set of two quadratic functions

Non-Markovianity of $2 K - B$ and a degeneration