A martingale problem for an absorbed diffusion: the nucleation phase of condensing zero range processes

J. Beltrán, M. Jara, C. Landim

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Abstract

We prove uniqueness of a martingale problem with boundary conditions on a simplex associated to a differential operator with an unbounded drift. We show that the solution of the martingale problem remains absorbed at the boundary once it attains it, and that, after hitting the boundary, it performs a diffusion on a lower dimensional simplex, similar to the original one. We also prove that in the diffusive time scale condensing zero-range processes evolve as this absorbed diffusion.
Original languageSpanish
Pages (from-to)1169-1220
Number of pages52
JournalProbability Theory and Related Fields
Volume169
StatePublished - 1 Dec 2017

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