The n-particle reflected Brownian motion system with local-time interactions converges to the McKean-Vlasov nonlinear reflected Brownian motion under the condition a > -1.
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High-dimensional limits for reflected Brownian motion in the orthant
The n-particle reflected Brownian motion system with local-time interactions converges to the McKean-Vlasov nonlinear reflected Brownian motion under the condition a > -1.