Abstract
The aim of this paper is to prove a limit theorem on the weak convergence of a family of rescaled Markov chains in a quadrant with boundary reflection. The limiting process is specified in terms of solutions of a certain submartingale problem in the style used by Varadhan and Williams. The obtained result is then applied to the problem of approximating an arbitrary Brownian motion with oblique reflection in a wedge by a family of Markov chains.
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