Sublimation
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Sublimation is the process by which a solid transforms into a gas without passing through the liquid stage. At normal Earth pressure, only special objects like 'dry ice' (solid carbon dioxide) can go through this stage. Most objects need low pressure to go through sublimation. There is low pressure in space.
Snow may look like it disappears on a cold sunny day, but this is not sublimation because it forms a thin layer of liquid water first.
A better example is dry ice, which changes from a solid to a gas without being a liquid.
Also for example Diamond, Graphite, iodine and Ammonium chloride aluminium chloride sublime rather than melt at room pressure.