Skip to content

Author

R. Cont

We have 4 of 201 papers

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Preprint Oct 2026

Measuring the roughness of a signal

We study the non-parametric estimation of the roughness of a path from discretely sampled observations. Our approach is based on the concept of normalized power variation of a path. The estimator identifies a variation index by comparing coarse increments with local sums of fine increments. We prove pathwise consistenc...

R. Cont, P. Das · 3 citations · ⚡2
#machine learning Preprint Oct 2026

Probability flow ODEs in score-based and reflected diffusion models

Probability-flow ordinary differential equations (PF-ODEs) are widely used as deterministic samplers for score-based diffusion models. Their usual justification is that the Fokker--Planck equation of a diffusion can be rewritten as a continuity equation driven by the score function of the forward diffusion. This identi...

R. Cont · 0 citations
Preprint Jul 2026

Mimicking diffusion processes with differential equations

The probability-flow ordinary differential equation (PF-ODE) associated with a diffusion process is widely used in score-based generative modeling as a deterministic sampler that reproduces the marginal distributions of the diffusion. The validity of this marginal-matching property depends on the well-posedness of an o...

R. Cont · 1 citation
Preprint Aug 2026

Higher-order variation and pathwise Ito calculus on manifolds

We develop an intrinsic calculus for smooth functions of paths of arbitrarily low regularity on smooth manifolds. The regularity of paths is defined in terms of a $p$-th variation tensor along a sequence of partitions, for an arbitrary integer $p$; this tensor is constructed as a local symmetric tensor measure along th...

R. Cont · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.