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lxuechen authored Sep 26, 2023
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# PyTorch Implementation of Differentiable SDE Solvers ![Python package](https://github.com/google-research/torchsde/workflows/Python%20package/badge.svg?branch=dev)
# PyTorch Implementation of Differentiable SDE Solvers ![Python package](https://github.com/google-research/torchsde/actions/workflows/run_tests.yml/badge.svg)
This library provides [stochastic differential equation (SDE)](https://en.wikipedia.org/wiki/Stochastic_differential_equation) solvers with GPU support and efficient backpropagation.

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