  Monte Carlo simulation is widely used to numerically solve stochastic
differential equations. Although the method is flexible and easy to implement,
it may be slow to converge. Moreover, an inaccurate solution will result when
using large time steps. The Seven League scheme, a deep learning-based
numerical method, has been proposed to address these issues. This paper
generalizes the scheme regarding parallel computing, particularly on Graphics
Processing Units (GPUs), improving the computational speed.
