google-research/torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

⭐ 1.7k ⑂ 230 Python Apache-2.0 · 2024-12-30推送

deep-learning deep-neural-networks pytorch stochastic-processes differential-equations dynamical-systems neural-differential-equations stochastic-differential-equations stochastic-volatility-models

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