A Brownian Motion on the Group of Diffeomorphisms of the Circle

Mathematics – Probability

Scientific paper

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Scientific paper

The canonical Brownian motion that P. Malliavin in 1999 and then S. Fang in
2002 constructed lives in the group of Holderian homeomorphisms of the circle.
In this paper, we present another way to construct a Brownian motion that lives
exactly in the group of orientation preserving smooth diffeomorphisms of the
circle.

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