Scaling limit of boundary random walks: A martingale problem approach

We establish the scaling limit of a class of boundary random walks to Brownian-type processes on the half-line. By solving the associated martingale problem and employing weak convergence techniques, we prove that under appropriate scaling, the process converges to the general Brownian motion in the $J_1$-Skorokhod topology. The limiting process exhibits both diffusion and boundary behavior characterized by parameters $(α, β, A, B)$, which govern the transition rates at the origin. Our results provide a discrete approximation to generalized Brownian motions with mixed boundary conditions.