How to solve SDEs with NeuralPDE?

[lockwo]

In the first line of the docs, it says "Physics-Informed Neural Networks for ODE, SDE, RODE, and PDE solving." but I wasn't able to find documentation/examples for SDEs like there are for ODEs and PDEs. Is there a recommended way/approach/documentation for just going about normal SDE solving with NNs?

[armbrusl]

Maybe this can help.

[AstitvaAggarwal]

@lockwo you could check out the SDE solver I've just added. Docs are going to be added soon, but you could check out the test file for NNSDE to see how to normally use it.