Abstract
We show that if a sequence of domains $D_k$ increases to a domain $D$ then the reflected Brownian motions in $D_k$'s converge to the reflected Brownian motion in $D$, under mild technical assumptions.
Citation
Krzysztof Burdzy. Zhen-Qing Chen. "Weak Convergence of Reflected Brownian Motions." Electron. Commun. Probab. 3 29 - 33, 1998. https://doi.org/10.1214/ECP.v3-990
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