Ehsan Mirafzali

Logarithmic derivatives of variational and singular stochastic partial differential equations

For a stochastic partial differential equation posed on a Gelfand triple and satisfying the fully local monotone conditions of R\"ockner, Shang and Zhang, we compute the logarithmic derivative of the law of the solution at a fixed time along a prescribed direction of the state space. The formula is intrinsic, being exp...