stochastic-differential-equations topic
VIforSDEs
A variational method for fast, approximate inference for stochastic differential equations.
GDSS
Official Code Repository for the paper "Score-based Generative Modeling of Graphs via the System of Stochastic Differential Equations" (ICML 2022)
sdepy
SdePy: Numerical Integration of Ito Stochastic Differential Equations
CriticalTransitions.jl
A Julia package for critical transitions in dynamical systems with time-dependent forcing
sde_sampler
Improved sampling via learned diffusions (ICLR2024) and an optimal control perspective on diffusion-based generative modeling (TMLR2024)
GeometricIntegrators.jl
Geometric Numerical Integration in Julia
Liquid-Time-stochasticity-networks
Code repository for Liquid Time-stochasticity networks (LTSs)
MarkovBounds.jl
A Julia package for the computation of hard, theoretically guaranteed bounds on the moments of jump-diffusion processes with polynomial data