Sealbook

google-research/torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

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

License & maintenance

Apache-2.0 is a permissive license: free to use commercially with attribution.

Last code push 21 months ago. Archived: read-only, no further updates.