Neural Jump Stochastic Differential Equations

           Junteng Jia               Austin R. Benson
          Cornell University             Cornell University
         jj585@cornell.edu             arb@cs.cornell.edu

                       Abstract
     Many time series are effectively generated by a combination of deterministic
     continuous flows along with discrete jumps sparked by stochastic events. However,
     we usually do not have the equation of motion describing the flows, or how ...