Stanford; University of Oxford; The Alan Turing Insitute
Patrick Kidger, James Foster, Xuechen (Chen) Li, Terry Lyons
neural sde;neural stochastic differential equation;neural ode;neural ordinary differential equation;nde;neural differential equation;backpropagation;adjoint method;optimise-then-discretise;optimize-then-discretize;discretise-then-optimise;discretize-then-optimize
Efficient and Accurate Gradients for Neural SDEs