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"Efficient and Accurate Gradients for Neural SDEs."

Patrick Kidger et al. (2021)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2022-05-03

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  - electronic edition @ neurips.cc (open access)
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  dblp key:
  - conf/nips/KidgerFLL21
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  persistent URL:
  - https://dblp.org/rec/conf/nips/KidgerFLL21
Patrick Kidger, James Foster, Xuechen Li, Terry J. Lyons:
Efficient and Accurate Gradients for Neural SDEs. NeurIPS 2021: 18747-18761

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