Review for NeurIPS paper: Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows

Weaknesses: No Explanation of Transformations of Stochastic Processes: I was under the impression that transforming / reparameterizing a stochasic process is non-trivial. Thus, I was expecting Equation 7 to include a second derivative term. I'm not saying that Equation 7 is wrong, per se---transforming just the increments agrees with intuition. However, the problem is that the paper provides no explanation or mathematical references for stochastic processes and their transformations. There are *zero* citations in both Section 2.2 and Section 3.1.