4 problems
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Identification of compensated Riemann–Stieltjes sums with Skorohod-type Riemann sums
Compensated Riemann–Stieltjes/Skorohod-sum conjecture. The two limiting sums should coincide:
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Extension conjecture for Itô integration on rich Fubini extensions
Let be a Brownian motion and let be an extension of Lebesgue measure arising from a rich Fubini extension, under which a process with the weaker measurabil…
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General central limit conjecture for higher-order stochastic integration estimators
General central limit conjecture. A central limit theorem holds in general for and as .
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The symplecticity conjecture for stochastic variational integrators on manifolds
A stochastic variational integrator (SVI) is a structure-preserving numerical integrator for a stochastic mechanical system, and symplecticity means that it preserves the relevant…