@inproceedings{efficientandaccurategradientsforneural,
  title = {Efficient and Accurate Gradients for Neural SDEs},
  author = {Patrick Kidger and James Foster and Xuechen Li and Terry Lyons},
  year = {2021},
  booktitle = {NeurIPS 2021 12},
  eprint = {2105.13493},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2105.13493v3},
}