## HJM interest |

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absence of arbitrage admissible strategy Alberto Ohashi arbitrage free Banach Banach space Bjork bond market Campinas cilindrical fBm definition derivative operator deterministic discounted bond price dominated convergence theorem drift condition exists a constant Filipovic 9 Finance finite following result forward rate fractional Brownian motion Fubini theorem full support Guasoni Heath-Jarrow-Morton Heisenberg Heisenberg Group Hilbert space HJM Interest Rate Igor Leite Freire integral with respect interest rate models Ito formula Lemma Let us consider main result market is arbitrage Math measure Q mild solution Moreover norm Nualart P//-full support partial differential equation pathwise portfolios Probab Proof proportional transaction costs Proposition 2.1 quasi-martingale measure real-valued Samko satisfies assumption satisfying the following semigroup semimartingale Shiryaev space H stochastic basis stochastic differential stochastic differential equation stochastic integral stochastic partial differential stochastic process straightforward strongly continuous structure of interest theorem tion usual volatility well-defined Wiener functional write zero