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google-research/torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

Archived: this repository is read-only

Owner
google-research (organization)
Stars
Stars: 1,727
Forks
Forks: 231
Language
Python
License
Apache-2.0
Created
2020
Topics
deep-learningdeep-neural-networkspytorchdynamical-systemsdifferential-equationsstochastic-processesstochastic-differential-equationsstochastic-volatility-modelsneural-differential-equations
Tier
Beta (700 to 1,999 ★) What this tier means
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