Themng the grouping fields in Views
You have to override the view template.

In your views UI click on 'Theme:information'. This will open up a dialog with views templates and suggestions. As your view is using grouping, you need to override the 'Style output' theme template as it is the one that contains the h3 tag you want to alter. When you click on the blue 'Style output' link it will open up a dialog with the code you can copy and alter. That code needs to go into a file placed within the template's folder of your theme. The file name must be selected from the list of suggestions in the same line next to the blue 'Style output' link. First in the list is: 

views-view-list.tpl.php


If you override that template it will override it for all views of HTML List format, so you now have to select a more targeted suggestion. Going down the list you will see how different template suggestions target different contexts.

Have a look at this question for more information: Commerce Product Collection View Block: What Determines CSS For Each Header Link?