Static vapor air retention is a hypothetical concept to induce air on asteroids and other very low gravity worlds, although comets would probably have to be at least partially thawed for it to work in the long run. The trick is to charge the whole mini-world with static electricity and letting out water vapor at a high altitude. Since H2O is a dipole, the static electricity will pull the water vapor molecules down in lieu of significant gravity, keeping them from escaping and giving them a downward momentum. Air molecules such as nitrogen, oxygen and carbon dioxide (you could live without argon) would move more or less randomly, but they would also collide with water molecules and get their downward momentum, thus keeping them from escaping too. Water molecules would constantly have to be released at a high altitude, which could be done by very tall capillaric pillars (the close-proximity static electricity in the pillar would cancel out the more distant of the mini-world and its surface) sucking up water to a very high altitude where the lack of air pressure causes it to evaporate. If the world is far from the sun and its surface kept warm by strong greenhouse gasses, heat-conduction through the capillaric pillars can keep the water evaporating instead of freezing at the airless top. The vast amount of static electricity needed can be provided by making one mini-world steal electrons from another during construction, and later letting them go separate orbits. This avoids the problems of holes causing air leaks, as well as creating an open environment more attractive to many colonists from Earth. The static electricity is no problem if the colonists themselves are provided with the same charge as the mini-world itself.
It is a form of terraforming.