Person:752655

Available identifiers

zbMath Open gombani.andreaMaRDI QIDQ752655

List of research outcomes

Publication	Date of Publication	Type
Obituary: Tomas Björk. Thank you, Tomas!	2023-10-12	Paper
A general approach to multivariable recursive interpolation	2021-04-16	Paper
On multivariable proper rational interpolation using coprime factors	2018-08-22	Paper
Stochastic Control and Pricing Under Swap Measures	2014-02-19	Paper
ARBITRAGE-FREE MULTIFACTOR TERM STRUCTURE MODELS: A THEORY BASED ON STOCHASTIC CONTROL	2013-10-11	Paper
On the ``redundant null-pairs of functions connected by a general linear fractional transformation	2012-12-19	Paper
A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS	2008-09-03	Paper
Minimal symmetric Darlington synthesis	2008-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q5436803	2008-01-17	Paper
Consistent price systems for subfiltrations	2007-11-30	Paper
On the Nevanlinna-Pick interpolation problem: analysis of the McMillan degree of the solutions	2007-08-27	Paper
A filtered no arbitrage model for term structures from noisy data	2005-08-05	Paper
On a connection between spectral factorization and geometric control theory	2003-08-18	Paper
On the Lyapunov equation, coinvariant subspaces and some problems related to spectral factorizations	2002-08-11	Paper
A new parametrization of rational inner functions of fixed degree: Schur parameters and realizations	2001-07-15	Paper
On a Hardy space approach to the analysis of spectral factors	2000-06-12	Paper
Minimal realizations in interest rate models	2000-05-24	Paper
https://portal.mardi4nfdi.de/entity/Q4312528	1999-11-08	Paper
Some system theoretic aspects of interest rate theory	1999-04-11	Paper
https://portal.mardi4nfdi.de/entity/Q4363034	1998-02-24	Paper
https://portal.mardi4nfdi.de/entity/Q4890938	1997-02-25	Paper
On the Schmidt pairs of multivariable Hankel operators and robust control	1995-07-24	Paper
https://portal.mardi4nfdi.de/entity/Q4317796	1995-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q3140602	1993-12-09	Paper
https://portal.mardi4nfdi.de/entity/Q4694354	1993-06-29	Paper
On approximate stochastic realization	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3358555	1991-01-01	Paper
On the multivariable approximate stochastic realization problem	1991-01-01	Paper
A general Hankel-norm approximation scheme for linear recursive filtering	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3360727	1990-01-01	Paper
Consistent Approximations of Linear Stochastic Models	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3830931	1988-01-01	Paper
On approximate recursive prediction of stationary stochastic processes	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3755336	1986-01-01	Paper
On the Hankel-norm approximation of linear stochastic systems	1985-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Andrea Gombani