Compact Embeddings for Spaces of Forward Rate Curves
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.
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
|
| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/709505 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832564538851983360 |
|---|---|
| author | Stefan Tappe |
| author_facet | Stefan Tappe |
| author_sort | Stefan Tappe |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-68447a48cf884fbeb12ba1c86d63e0f7 |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-68447a48cf884fbeb12ba1c86d63e0f72025-02-03T01:10:45ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/709505709505Compact Embeddings for Spaces of Forward Rate CurvesStefan Tappe0Institut für Mathematische Stochastik, Leibniz Universität Hannover, Welfengarten 1, 30167 Hannover, GermanyThe 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.http://dx.doi.org/10.1155/2013/709505 |
| spellingShingle | Stefan Tappe Compact Embeddings for Spaces of Forward Rate Curves Abstract and Applied Analysis |
| title | Compact Embeddings for Spaces of Forward Rate Curves |
| title_full | Compact Embeddings for Spaces of Forward Rate Curves |
| title_fullStr | Compact Embeddings for Spaces of Forward Rate Curves |
| title_full_unstemmed | Compact Embeddings for Spaces of Forward Rate Curves |
| title_short | Compact Embeddings for Spaces of Forward Rate Curves |
| title_sort | compact embeddings for spaces of forward rate curves |
| url | http://dx.doi.org/10.1155/2013/709505 |
| work_keys_str_mv | AT stefantappe compactembeddingsforspacesofforwardratecurves |