Comparison of viscosity solutions for a class of non-linear PDEs on the space of finite nonnegative measures

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Authors: Ibrahim Ekren, Xihao He, Tianxu Lan, Xiaolu Tan
Cited by: 0

Abstract

We establish a comparison principle for viscosity solutions of a class of nonlinear partial differential equations posed on the space of nonnegative finite measures, thereby extending recent results for PDEs defined on the Wasserstein space of probability measures. As an application, we study a controlled branching McKean-Vlasov diffusion and characterize the associated value function as the unique viscosity solution of the corresponding Hamilton-Jacobi-Bellman equation. This yields a PDE-based approach to the optimal control of branching processes.

Fields of Study & Subjects

Stochastic processes and financial applications Geometric Analysis and Curvature Flows Nonlinear Partial Differential Equations

Publication details

Journal / source
arXiv (Cornell University)
Publication date
15 January 2026
Document type
Preprint