Open AccessCompact Embeddings for Spaces of Forward Rate Curves
Author(s) -
Stefan Tappe
Publication year - 2013
Publication title -
abstract and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.228
H-Index - 56
eISSN - 1687-0409
pISSN - 1085-3375
DOI - 10.1155/2013/709505
Subject(s) - mathematics , embedding , sequence (biology) , space (punctuation) , compact space , pure mathematics , sequence space , mathematical analysis , banach space , computer science , artificial intelligence , genetics , biology , operating system
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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