A martingale problem for an absorbed diffusion: the nucleation phase of condensing zero range processes (Q1682501)

The article addresses zero-range processes which exhibit condensation phenomena on appropriate time scales. The condensate evolution has been studied before in [the authors, ibid. 152, No. 3--4, 781--807 (2012; Zbl 1251.60070)] and [the second author, Commun. Math. Phys. 330, No. 1, 1--32 (2014; Zbl 1305.82045)]. To understand how the condensate is formed in the asymptotic regime, the authors analyze a diffusion with absorption by the boundary, under the assumption (not studied in the literature before) that the drift diverges as the process approaches the boundary. Upon attaining the boundary, an emergent diffusion process is initiated that runs exclusively on the boundary. A uniqueness is proved of a related martingale problem on a simplex. The solution of this problem remains absorbed at the boundary once attained. After hitting the boundary, a diffusion is performed on a lower dimensional simplex. A proof is given where, in the diffusive time scale, the condensing zero-range processes actually evolve as the pertinent absorbed diffusion with unbounded drifts.