torchsde

swMATH35083MaRDI QIDQ46792FDOQ46792

Author name not available (Why is that?)

Source code repository: https://github.com/google-research/torchsde

Cited In (5)

• Reinforcement learning and stochastic optimisation
• Stochastic embeddings of dynamical phenomena through variational autoencoders
• Generative ensemble regression: Learning particle dynamics from observations of ensembles with physics-informed deep generative models
• An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox
• The signature kernel is the solution of a Goursat PDE

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