Vol. 161, No. 2, 1993

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Brownian motion and the heat semigroup on the path space of a compact Lie group

Jay Barry Epperson and Terry M. Lohrenz

Vol. 161 (1993), No. 2, 233–253
Abstract

Let G be a compact connected Lie group with identity element e, and let PeG denote the space of continuous maps y : [0,1] G such that y(0) = e. When equipped with the natural group structure and sup metric, PeG becomes an interesting example of an infinite dimensional nonlinear topological group. The purpose of this paper is to consider certain aspects of analysis on PeG. Stimulated by a theorem of M. Malliavin and P. Malliavin, we prove the existence of a natural Brownian motion on PeG which depends only on a choice of bi-invariant metric for G. Our main results, however, concern the heat semigroup associated to the Brownian motion on PeG. We identify the action of the generator of this semigroup when applied to certain highly regular functions, with a result similar to that obtained earlier by L. Gross in the (linear) abstract Wiener space context.

Mathematical Subject Classification 2000
Primary: 60J65
Secondary: 47N30, 58G32, 60H99
Milestones
Received: 3 February 1992
Revised: 22 June 1992
Published: 1 December 1993
Authors
Jay Barry Epperson
Terry M. Lohrenz