Differentiating through Stochastic Differential Equations: A Primer
R. Leburu, L. Nurbekyan, & L. Ruthotto. (2026). "Differentiating through Stochastic Differential Equations: A Primer." arXiv:2601.08594
R. Leburu, L. Nurbekyan, & L. Ruthotto. (2026). "Differentiating through Stochastic Differential Equations: A Primer." arXiv:2601.08594
J. Solomon, R. Leburu, M. Li, & M. Chung. (in preparation). "Variational Sparse Paired Autoencoders for Inverse Problems."
R. Leburu, L. Nurbekyan, L. Ruthotto, & G. Zhang. (in preparation). "Matching Algorithms for High-Dimensional Stochastic Optimal Control."
Poster at Joint Mathematics Meetings (JMM) 2025 Undergraduate Poster Session, Seattle, WA