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Groups definable in weakly o-minimal non-valuational structures

Let $\mathcal M$ be a weakly o-minimal non-valuational structure, and $\mathcal N$ its canonical o-minimal extension (by Wencel). We prove that every group $G$ definable in $\mathcal M$ is a subgroup of a group $K$ definable in $\mathcal N$, which is canonical in the sense that it is the smallest such group. As an application, we obtain that $G^{00}= G\cap K^{00}$, and establish Pillay's Conjecture in this setting: $G/G^{00}$, equipped with the logic topology, is a compact Lie group, and if $G$ has finitely satisfiable generics, then $\dim_{Lie}(G/G^{00})= \dim(G)$.