Feat: Neural Fractional Diffeq

[matteoettam09]

Mirror of this issue.

I am interested in exploring the possibility of using this package together with FractionalDiffEq.jl. In particular, I would like to setup neural differential equation problem using fractional calculus on the stochastic differential equation definition in order to model non-Gaussian stats of the process. Is this already implemented somewhere? If not, I would be willing to consider implementing it, with some guidance from your side. Thanks, Matteo