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

J. Beltrán, M. Jara, C. Landim

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

14 Citas (Scopus)

Resumen

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.
Idioma originalEspañol
Páginas (desde-hasta)1169-1220
Número de páginas52
PublicaciónProbability Theory and Related Fields
Volumen169
EstadoPublicada - 1 dic. 2017

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