Chen–Hermite balancing conjecture for Gaussian single increments
Chen–Hermite balancing conjecture for Gaussian single increments
Let be a -dimensional continuous stochastic process whose single increments are Gaussian. Assume that, for every and every ,
Chen–Hermite Gaussianity conjecture. Then must be a Gaussian process. This would establish joint Gaussianity from Gaussian single-increment laws and the Chen–Hermite balancing identities; the corresponding implication is the missing step in the paper's characterization, while it is immediate under an additional joint-Gaussianity assumption.
Sources & referencesView supporting material
Primary source
Tomoyuki Ichiba and Qijin Shi, “Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models”, arXiv:2509.14529 (2026).
Progress summary
No public discussion or published progress was found on this conjecture.
No public discussion or published progress was found.
Current status (as of August 2026): it appears open, with no recorded activity.
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