  As a consequence of the financial crises, risk management became more
important and real-world dynamics of interest-rate models moved into the focus
of interest. Since risk-neutral dynamics are classically important to compute
prices of financial derivatives, it is interesting when real-world dynamics can
be related to risk-neutral dynamics via an equivalent change of measures. In
this article we give deterministic conditions in a general Heath-Jarrow-Morton
framework driven by a Hilbert space valued Brownian motion and a Poisson random
measure. Our conditions are of Lipschitz type and therefore easy to verify.
