AFAIK ZKP isn't possible, either use method mentioned by CodyAlfaridzi or aliashraf
Note: Signing a message with your private key is not safe because you need to disclose the corresponding pubkey (which your address is its RIPEMD-160 hash).
Good point, but it's not like Quantum Computer which can guess ECDSA's private key from it's public exist (yet).
After reading the response about signing an address, is it really risky exposing pubkey? I mean even with the Quantum Computing? Just wanted to 100% sure coz I see people sign their address to prove ownership of the address and I have done that to in several occasions.
And I bet most of us did the same.