neural-jump-diffusions

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SciML / DiffEqFlux.jl
Pre-built implicit layer architectures with O(1) backprop, GPUs, and stiff+non-stiff DE solvers, demonstrating scientific machine learning (SciML) and physics-informed machine learning methods
neural-ode neural-sde neural-pde neural-dde neural-differential-equations stiff-ode ordinary-differential-equations stochastic-differential-equations delay-differential-equations partial-differential-equations neural-networks differentialequations differential-equations scientific-ml scientific-ai neural-jump-diffusions neural-sdes scientific-machine-learning pinn physics-informed-learning
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