Andrea Gombani

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

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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