On Finite-dimensional Realizations of Arbitrage-free HJM models

We consider the Heath-Jarrow-Morton model for arbitrage-free forward rates.
This model inherently consists of an infinite number of SDE's and it is 
entirely determined by volatility and initial condition. We will specify a 
sufficient condition in terms of that volatility which ensures the 
existence of a finite-dimensional system of SDE's that carries all random 
information of the forward rates.