4 problems

For a sparse multivariate Hawkes process, let $A_T^{ij}$ denote the cross-area between coordinates $i$ and $j$ over a time horizon $T$, and let the associated excitation graph enco…

Chen–Hermite Gaussianity conjecture. Then $(X_t)_{t\in[0,T]}$ must be a Gaussian process. This would establish joint Gaussianity from Gaussian single-increment laws and the Chen–He…

Variation-constant conjecture. For $H\neq 1/2$, the $(1/H)$-th variation along deterministic partitions differs from that along uniform Lebesgue partitions, more precisely,

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