Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models

We study the dependence of mild solutions to linear stochastic evolution equations on Hilbert space driven by Wiener noise, with drift having part type A+?G, parameter ?. In particular, we limit and asymptotic expansions in powers ? these solutions, as well functionals thereof, ??0, good control remainder. These convergence series expansion results are then applied a parabolic perturbation Musiela SPDE mathematical finance modeling dynamics forward rates.