There are three primary means of heat transfer:
1) Conduction — This is caused by energetic molecules bumping into nearby molecules and transferring some of their energy to them. This is how heat will travel down a metal bar.
2) Convection — This is when a mass of higher temperature physically moves to an area of lower temperature. As you can probably guess this is NOT a primary means of heat transfer in a solid. This is what happens in the atmosphere as hot air rises and cold air falls.
3) Radiation — This is where a hot object generates electromagnetic radiation that carries some of the heat energy away. Black body radiation is an example of this.
In space #3 is the primary means of heat transfer for a solid object although there is a negligible amount of #1 and #2 going on since space is NOT a complete vacuum.
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