Differentiating through Stochastic Differential Equations: A Primer

A tutorial-style paper developing accessible tools for differentiating through stochastic differential equations, addressing technical subtleties that are not well-explained in the existing literature.

Recommended citation: R. Leburu, L. Nurbekyan, & L. Ruthotto. (2026). "Differentiating through Stochastic Differential Equations: A Primer." arXiv:2601.08594
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