  We study exclusion processes on the integer lattice in which particles change
their velocities due to stickiness. Specifically, whenever two or more
particles occupy adjacent sites, they stick together for an extended period of
time, and the entire particle system is slowed down until the ``collision'' is
resolved. We show that under diffusive scaling of space and time such processes
converge to what one might refer to as a sticky reflected Brownian motion in
the wedge. The latter behaves as a Brownian motion with constant drift vector
and diffusion matrix in the interior of the wedge, and reflects at the boundary
of the wedge after spending an instant of time there. In particular, this leads
to a natural multidimensional generalization of sticky Brownian motion on the
half-line, which is of interest in both queuing theory and stochastic portfolio
theory. For instance, this can model a market, which experiences a slowdown due
to a major event (such as a court trial between some of the largest firms in
the market) deciding about the new market leader.
