google-research/torchsde
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
Language: Python
#deep_learning #deep_neural_networks #differential_equations #dynamical_systems #neural_differential_equations #pytorch #stochastic_differential_equations #stochastic_processes #stochastic_volatility_models
Stars: 138 Issues: 0 Forks: 6
https://github.com/google-research/torchsde
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
Language: Python
#deep_learning #deep_neural_networks #differential_equations #dynamical_systems #neural_differential_equations #pytorch #stochastic_differential_equations #stochastic_processes #stochastic_volatility_models
Stars: 138 Issues: 0 Forks: 6
https://github.com/google-research/torchsde
GitHub
GitHub - google-research/torchsde: Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
Differentiable SDE solvers with GPU support and efficient sensitivity analysis. - GitHub - google-research/torchsde: Differentiable SDE solvers with GPU support and efficient sensitivity analysis.