Hypertranscendence of classical multiple zeta functions
Determine whether classical multiple zeta functions in characteristic 0 are hypertranscendental; equivalently, ascertain whether these functions satisfy any nontrivial algebraic differential equations with polynomial coefficients in their complex variables.
References
There is a generalization of Riemann zeta function, known as the multiple zeta function (see [Mat02] for example). It is natural to ask the hypertranscendence of multiple zeta functions but we do not know that they satisfy or not.
— Hyperderivatives of the deformation series associated with arithmetic gamma values and characteristic $p$ multiple zeta values
(2408.10730 - Harada et al., 2024) in Section 0.2 (Background in characteristic 0)