HJB equations driven by the Dirichlet-Ferguson Laplacian in Wasserstein-Sobolev spaces
Abstract
We study linear and nonlinear PDEs defined on the space of over the flat torus , equipped with the Dirichlet-Ferguson measure . We first develop an analytic framework based on the Wasserstein-Sobolev space associated with the Dirichlet form induced by the infinite-dimensional Laplacian acting on functions of measures. Within this setting, we establish existence and uniqueness results for transport-diffusion and Hamilton-Jacobi equations in the Wasserstein space. Our analysis connects the PDE approach with a corresponding interacting particles system providing a probabilistic (Kolmogorov-type) representation of strong solutions. Finally, we extend the theory to semilinear equations and mean-field optimal control problems, together with consistent finite-dimensional approximations.
Keywords
Cite
@article{arxiv.2511.03522,
title = {HJB equations driven by the Dirichlet-Ferguson Laplacian in Wasserstein-Sobolev spaces},
author = {François Delarue and Mattia Martini and Giacomo Enrico Sodini},
journal= {arXiv preprint arXiv:2511.03522},
year = {2025}
}
Comments
66 pages