Title
A martingale problem for an absorbed diffusion: the nucleation phase of condensing zero range processes
Date Issued
01 December 2017
Access level
open access
Resource Type
journal article
Author(s)
PUCP
Publisher(s)
Springer New York LLC
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.
Start page
1169
End page
1220
Volume
169
Issue
April 3
Language
English
OCDE Knowledge area
Matemáticas aplicadas
Estadísticas, Probabilidad
Subjects
Scopus EID
2-s2.0-85001698803
Source
Probability Theory and Related Fields
ISSN of the container
01788051
Sources of information:
Directorio de Producción Científica
Scopus