Hello JorisL, thanks for your reply!
I've ended up substituting the solution into the equation and subtracting one side from the other, hopefully to get zero.
p[s_, t_] = 2 b s^(a + 1)/(s0)*i*Exp[-b (s^2 + s0^2)]
E3 = D[p[s, t], t]
E4 = D[(2 b1 s - r/s) p[s, t], s] + D[p[s, t], {s, 2}]
expr =...