I am looking for a source that possibly has the proofs for the material in the first paper on the HJM model Heath, David, et al. “Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation.” Econometrica, vol. 60, no. 1, 1992, pp. 77–105. JSTOR, www.jstor.org/stable/2951677.(https://www.jstor.org/stable/pdf/2951677.pdf?refreqid=excelsior%3Ad6600db7b198f67b597605b247af4c8f). The authors skip some of the proofs. I have found some books that covers some of the proofs but its done only for specific cases and is not as general as this paper. Any suggestions?