Brownian motion on compact groups in infinite dimension
Alexander Davidovich Bendikov, Laurent Saloff‐Coste · 2000
In this notes we discuss Brownian motions on compact groups. For a compact group G, these are G-valued stochastic processes having independent stationary increments, continuous paths, and some additional natural properties such as symmetry and bi-invariance. See also Heyer’s treaty [26] for background and historical remarks.