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3, 483-492. [88] O. Vasicek and G. J. of Finance, 38, 339-348. B. Walsh (1981): Stochastic model of neural response. Adv. Appl. Proba. 13, 231281. B. in Ecole d’Et´e de Probabilit´es de Saint Flour, 1984 Lect. Notes in Math. 1180 Springer Verlag, New York, NY. [91] M. Yor: Existence et unicit´e des diffusions a` valeur dans un espace de Hilbert. Ann. Inst. Henri Poincar´e ser. B X, (1974) 55-88. [92] R. Zipf: How the Bond Market Works. New York Inst. of Finance 2nd Ed. Y.

C. E. A. Ross: A Theory of the Term Structure of Interest Rates. Econometrica 53 (1985) 385-407. [36] V. Daletskii: [37] G. Da Prato and J. Zabczyk, Stochastic equations in infinite dimensions, Cambridge University Press, 1992. A. Dawson (1972): Stochastic evolution equations. Math. Bio. Sci. 15, 287-316. A. Dawson (1975): Stochastic evolution equations and related measure processes. J. Multivariate Anal. 5, 1-52. [40] R. Douady: Yield curve smoothing and residual variance of fixed income positions.

Karatzas and S. E. , Springer-Verlag, New York, 1991. P. Kennedy: The term structure of interest rate as a Gaussian random field. Math. Finan. 3, (1993) 247-258. [64] J. H. Kuo: Lect. Notes in Math. #?? Springer Verlag, New York, NY. [66] R. Litterman and J. Scheinkman: Common factors affecting bond returns. J. of Fixed Income, 1, 49-53. A. S. Schwartz: Interest Rate Volatility and the Term Structure: A Two Factor General Equilibrium Model. The J. of Finance 47(1992) 1259-1282. B. Marcus and L.