4 problems

The signature framework is formulated in a continuous setting, with the transform theorem established under a weight class that controls the relevant continuous dynamics. Jump-acti…

Let $(B_t)_{t\geq 0} = (B_t^1, \dots, B_t^d)_{t\geq 0}$ be a $d$-dimensional Brownian motion and let $V$ be an invertible $d\times d$ matrix. For $X=VB$, write…

Signature asymptotic conjecture. If $\gamma$ is tree-reduced, then

Pure rough path signature-tail asymptotics conjecture. For every pure $m$-rough path, the tail asymptotics equals its local $m$-variation, namely