torchsde
google-research/torchsde
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
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PythonApache License 2.0
deep-learningdeep-neural-networksdifferential-equationsdynamical-systemsneural-differential-equationspytorchstochastic-differential-equationsstochastic-processesstochastic-volatility-models
Created: Jul 6, 2020
Updated: Feb 23, 2026
Last push: Dec 30, 2024