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I am reading books on stochastic differential equations (SDE) in Hilbert spaces. It seems that every book just discusses HJM interest rate model as an application when discussing financial applications. May I ask what other financial applications SDE in Hilbert spaces have, in particular, recently please?

Thank you so much!

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    $\begingroup$ @Emma Thank you so much!! Indeed, I just studied the first book you mentioned and some other related reference, and that's why I come up with this problem. $\endgroup$ – misakaczy Feb 21 at 18:28

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