Abstract and Applied Analysis

Compact Embeddings for Spaces of Forward Rate Curves

Stefan Tappe

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The goal of this paper is to prove a compact embedding result for spaces of forward rate curves. As a consequence of this result, we show that any forward rate evolution can be approximated by a sequence of finite dimensional processes in the larger state space.

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Abstr. Appl. Anal., Volume 2013 (2013), Article ID 709505, 6 pages.

First available in Project Euclid: 27 February 2014

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Tappe, Stefan. Compact Embeddings for Spaces of Forward Rate Curves. Abstr. Appl. Anal. 2013 (2013), Article ID 709505, 6 pages. doi:10.1155/2013/709505. https://projecteuclid.org/euclid.aaa/1393512073

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