How to do numerical backpropagation (differentiation) on the result of an integration of a stochastic differential equation. And I am sure I only have scratche

How to do numerical backpropagation (differentiation) on the result of an integration of a stochastic differential equation. And I am sure I only have scratched the surface of this niche already. Numerical algorithms can be both amazingly intricate and omnipresent at the same time. Optimization is a beautiful field because of it.