A Brownian motion on the diffeomorphism group of the circle
A Brownian motion is constructed on the group of orientation preserving \(C^\infty\) diffeomorphisms of the circle. In order to achieve this construction, one has to modify the metric used by \textit{P. Malliavin} [C. R. Acad. Sci., Paris, Sér. I, Math. 329, No.~4, 325--329 (1999; Zbl 1006.60073)] and \textit{S. Fang} [J. Funct. Anal. 196, No.~1, 162--179 (2002; Zbl 1023.60050)] with which it is possible to obtain a canonical process on the group of Hölderian homeomorphisms. The group which is considered here is a Fréchet Lie group, and not a Hilbert Lie group. The author shows that in this case the Brownian motion can be interpreted as the solution of a family of stochastic differential equations on a sequence of Hilbert spaces; he then proves that the solution lives in the group of smooth diffeomorphisms.
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