@inproceedings{NEURIPS2021_9ba196c7, author = {Kidger, Patrick and Foster, James and Li, Xuechen (Chen) and Lyons, Terry}, booktitle = {Advances in Neural Information Processing Systems}, editor = {M. Ranzato and A. Beygelzimer and Y. Dauphin and P.S. Liang and J. Wortman Vaughan}, pages = {18747--18761}, publisher = {Curran Associates, Inc.}, title = {Efficient and Accurate Gradients for Neural SDEs}, url = {https://proceedings.neurips.cc/paper_files/paper/2021/file/9ba196c7a6e89eafd0954de80fc1b224-Paper.pdf}, volume = {34}, year = {2021} }