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google-research/torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

Owner	google-research
License (as declared)	Apache-2.0
Stars	1,727
Forks	231
Main language	Python
Created	6 July 2020
Last updated at source	30 December 2024

pythondeep-learningdeep-neural-networksdifferential-equationsdynamical-systemsneural-differential-equationspytorchstochastic-differential-equationsstochastic-processesstochastic-volatility-models

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