[1] T. Bjork, Y. Kabanov and W.  Runggaldier: Bond market structure in the presence of marked point processes. Math. Finance 7 (1997), 211–239. MR 1446647

[2] K. De  Leeuw, J.-P.  Kahane and Y.  Katznelson: Sur les coefficients de Fourier des fonctions continues. C. R.  Acad. Sci. Paris Sér. A-B 285 (1977), A1001–A1003. MR 0510870

[3] M.  Errami and F.  Russo: Covariation de convolution de martingales. C.  R.  Acad. Sci. Paris Sér. I Math. 326 (1998), 601–606. MR 1649341

[4] B.  Goldys and M.  Musiela: On Stochastic Convolutions. Report S98–19, School of Mathematics, University of New South Wales, Sydney, 1998.

[5] D.  Heath, A.  Jarrow and A.  Morton: Bond pricing and the term structure of interest rates: A new methodology for contingent claim valuation. Econometrica 60 (1992), 77–105.

[6] J.-P.  Kahane: Some Random Series of Functions. 2nd ed., Cambridge University Press, Cambridge, 1985. MR 0833073 | Zbl 0571.60002

[7] J.-P.  Kahane: Baire’s category theorem and trigonometric series. J.  Anal. Math. 80 (2000), 143–182. MR 1771526 | Zbl 0961.42001

[8] M.  Musiela: Stochastic PDEs and term structure models. Journees Internationales des Finance, IGR-AFFI, La Boule, 1993.

[9] G.  Pisier: A remarkable homogeneous Banach algebra. Israel J.  Math. 34 (1979), 38–44. MR 0571394 | Zbl 0428.46035