# About Neural Jump SDEs (Jump Diffusions) and Neural PDEs

**URL:** <https://discourse.julialang.org/t/about-neural-jump-sdes-jump-diffusions-and-neural-pdes/99790>\
**Category:** General Usage\
**Tags:** question, package\
**Created:** [June 2, 2023, 9:03pm UTC](https://discourse.julialang.org/t/about-neural-jump-sdes-jump-diffusions-and-neural-pdes/99790 "2023-06-02T21:03:38Z")\
**Posts on this page:** 5\
**Page:** 1

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**Author:** ![ShijieZhang10](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/shijiezhang10/32/49840_2.png) [@ShijieZhang10](https://discourse.julialang.org/u/ShijieZhang10)\
**Post date:** [June 2, 2023, 9:03pm UTC](https://discourse.julialang.org/t/about-neural-jump-sdes-jump-diffusions-and-neural-pdes/99790/1 "2023-06-02T21:03:38Z")

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Hello everyone, I’m following the code from Chris about Neural Jumsp SDEs:  
[https://www.juliabloggers.com/neural-jump-sdes-jump-diffusions-and-neural-pdes/](https://www.juliabloggers.com/neural-jump-sdes-jump-diffusions-and-neural-pdes/)

I tried to run the code in this blog but have the error message:  
UndefVarError: `MonteCarloProblem` not defined

when it runs Line.19:  
monte\_prob = MonteCarloProblem(prob)

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**Author:** ![ChrisRackauckas](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/chrisrackauckas/32/77_2.png) [@ChrisRackauckas](https://discourse.julialang.org/u/ChrisRackauckas)\
**Post date:** [June 2, 2023, 9:22pm UTC](https://discourse.julialang.org/t/about-neural-jump-sdes-jump-diffusions-and-neural-pdes/99790/2 "2023-06-02T21:22:22Z")

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That post is extremely old. I would just refer to the much more recent documentation examples.

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**Author:** ![ShijieZhang10](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/shijiezhang10/32/49840_2.png) [@ShijieZhang10](https://discourse.julialang.org/u/ShijieZhang10)\
**Post date:** [June 2, 2023, 9:47pm UTC](https://discourse.julialang.org/t/about-neural-jump-sdes-jump-diffusions-and-neural-pdes/99790/3 "2023-06-02T21:47:20Z")

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Thanks Chris, do you mean this post:  
[http://www.stochasticlifestyle.com/neural-jump-sdes-jump-diffusions-and-neural-pdes/](http://www.stochasticlifestyle.com/neural-jump-sdes-jump-diffusions-and-neural-pdes/)

But the code also has the sam error.

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**Author:** ![ChrisRackauckas](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/chrisrackauckas/32/77_2.png) [@ChrisRackauckas](https://discourse.julialang.org/u/ChrisRackauckas)\
**Post date:** [June 2, 2023, 9:49pm UTC](https://discourse.julialang.org/t/about-neural-jump-sdes-jump-diffusions-and-neural-pdes/99790/4 "2023-06-02T21:49:50Z")

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That’s the same post. JuliaBloggers is just a copy from it. It’s like 3-4 years old now and before the major releases of most of the involved packages. And most of those examples have better versions in the package documentation now ([SciMLSensitivity: Automatic Differentiation and Adjoints for (Differential) Equation Solvers · SciMLSensitivity.jl](https://docs.sciml.ai/SciMLSensitivity/dev/)) so I’d recommend just checking the documentations.

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**Author:** ![ShijieZhang10](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/shijiezhang10/32/49840_2.png) [@ShijieZhang10](https://discourse.julialang.org/u/ShijieZhang10)\
**Post date:** [June 2, 2023, 11:10pm UTC](https://discourse.julialang.org/t/about-neural-jump-sdes-jump-diffusions-and-neural-pdes/99790/5 "2023-06-02T23:10:06Z")

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Thank you so much Chris! Now it works!