We admit that $S$ is of class $C^{1}$ on $\mathbf{R}_{+}^{*}$ and that
$$\forall t \in \mathbf{R}_{+}^{*}, \quad S^{\prime}(t) = \int_{-\infty}^{+\infty} \frac{\partial P_{t}(f)(x)}{\partial t} \left(1 + \ln\left(P_{t}(f)(x)\right)\right) \varphi(x) \mathrm{d}x$$
Show that
$$\forall t \in \mathbf{R}_{+}^{*}, \quad S^{\prime}(t) = \int_{-\infty}^{+\infty} L\left(P_{t}(f)\right)(x) \left(1 + \ln\left(P_{t}(f)(x)\right)\right) \varphi(x) \mathrm{d}x$$