Compact embeddings for spaces of forward rate curves
Functional Analysis
2026-04-06 v2 Probability
Mathematical Finance
Abstract
The goal of this note 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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Cite
@article{arxiv.1907.01437,
title = {Compact embeddings for spaces of forward rate curves},
author = {Stefan Tappe},
journal= {arXiv preprint arXiv:1907.01437},
year = {2026}
}
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9 pages