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Top 2 neural-sde open source projects

DiffEqNoiseProcess.jl
A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
DiffEqSensitivity.jl
A component of the DiffEq ecosystem for enabling sensitivity analysis for scientific machine learning (SciML). Optimize-then-discretize, discretize-then-optimize, and more for ODEs, SDEs, DDEs, DAEs, etc.
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