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math.PR2026
Logarithmic derivatives of variational and singular stochastic partial differential equations
Ehsan Mirafzali, Frank Proske, Razvan Marinescu
For a stochastic partial differential equation posed on a Gelfand triple and satisfying the fully local monotone conditions of Röckner, Shang and Zhang, we compute the logarithmic…
math.PR2025
Score-Based Diffusion Models in Infinite Dimensions: A Malliavin Calculus Perspective
Ehsan Mirafzali, Frank Proske, Daniele Venturi +1
We study score-based diffusion modelling in infinite-dimensional separable Hilbert spaces through Malliavin calculus, extending the analysis of generative models beyond the finite-…