Neural differential equations are something that's worked out in Julia. Neural ordinary differential equations (ODEs), stochastic differential equations (SDEs),

Neural differential equations are something that's worked out in Julia. Neural ordinary differential equations (ODEs), stochastic differential equations (SDEs), and delay differential equations (DDEs) can be found in this blog post (https://julialang.org/blog/2019/01/fluxdiffeq https://julialang.org/blog/2019/01/fluxdiffeq). Neural jump diffusions (jump SDEs) and neural partial differential equations (PDEs) are described here: http://www.stochasticlifestyle.com/ http://www.stochasticlifestyle.com/. All of this is built on the Flux.jl machine learning library which is extremely flexible.