Missing Stratonovich SDE solvers

SciML / DiffEqGPU.jl

GPU-acceleration routines for DifferentialEquations.jl and the broader SciML scientific machine learning ecosystem

https://docs.sciml.ai/DiffEqGPU/stable/

MIT License

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Open linusheck opened 1 year ago

linusheck commented 1 year ago

Hi! This package doesn't have any Stratonovich SDE solvers. It would be nice to add one.

ChrisRackauckas commented 1 year ago

That is a very good point. Agreed.