Canonical Brownian motion on the diffeomorphism group of the circle (Q1865326): Difference between revisions

The main aim of this article is to present an alternative construction (to the one given by Malliavin in 1999) of the Brownian motion \((g_t)\) on the group \(G\) of \(C^\infty\)-diffeomorphisms on \(\mathbb{S}^1\), equipped with the so-called \(H^{3/2}\) metric. The author proceeds by defining a natural Brownian motion \((b_t^n)\) living on \(H_n\), \((H_n)\) being an exhaustive increasing subsequence of finite-dimensional subspaces of the Lie algebra of \(G\) (identified with \(C^\infty (\mathbb{S}^1,\mathbb{R}))\), and then by proving that \((g_t):= \lim_n \exp(b_t^n)\) exists and has a good version. As an application, the invariance of the law of each \(g_t\) under the adjoint action of \(\mathbb{S}^1\) is proved.