Can discretely sampled financial data help us decide which continuous-time models are sensible? Diffusion processes are characterized by the continuity of their sample paths. This cannot be verified ...

Roth, A. E., and M. Sotomayor. "Stable Outcomes in Discrete and Continuous Models of Two-Sided Matching: A Unified Treatment." Revista de econometria 16, no. 2 (November 1996): 1–24.

Sankhyā: The Indian Journal of Statistics, Series A (2008-), Vol. 71, No. 2 (August 2009), pp. 221-259 (39 pages) Asymptotic distribution of the Discrete Fourier Transformation (DFT) of spatial data ...

Physicists have shown that Markov processes, widely used to model complex systems, must unfold over a larger space than previously assumed. Scientists believe that time is continuous, not discrete -- ...

Shimko, David C. "The Equilibrium Valuation of Risky Discrete Cash Flows in Continuous Time." Journal of Finance 44, no. 5 (December 1989): 1373–1383.