| Publication | Date of Publication | Type |
|---|
Obituary: Tomas Björk. Thank you, Tomas!
Finance and Stochastics | 2023-10-12 | Paper |
A general approach to multivariable recursive interpolation
MCSS. Mathematics of Control, Signals, and Systems | 2021-04-16 | Paper |
On multivariable proper rational interpolation using coprime factors
MCSS. Mathematics of Control, Signals, and Systems | 2018-08-22 | Paper |
Stochastic Control and Pricing Under Swap Measures
Seminar on Stochastic Analysis, Random Fields and Applications VII | 2014-02-19 | Paper |
Arbitrage-free multifactor term structure models: a theory based on stochastic control
Mathematical Finance | 2013-10-11 | Paper |
On the ``redundant null-pairs of functions connected by a general linear fractional transformation
MCSS. Mathematics of Control, Signals, and Systems | 2012-12-19 | Paper |
A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS
International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
Minimal symmetric Darlington synthesis
MCSS. Mathematics of Control, Signals, and Systems | 2008-02-18 | Paper |
| scientific article; zbMATH DE number 5227811 (Why is no real title available?) | 2008-01-17 | Paper |
Consistent price systems for subfiltrations
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Consistent price systems for subfiltrations
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
On the Nevanlinna-Pick interpolation problem: analysis of the McMillan degree of the solutions
Linear Algebra and its Applications | 2007-08-27 | Paper |
A filtered no arbitrage model for term structures from noisy data
Stochastic Processes and their Applications | 2005-08-05 | Paper |
On a connection between spectral factorization and geometric control theory
International Journal of Control | 2003-08-18 | Paper |
On the Lyapunov equation, coinvariant subspaces and some problems related to spectral factorizations
International Journal of Control | 2002-08-11 | Paper |
A new parametrization of rational inner functions of fixed degree: Schur parameters and realizations
MCSS. Mathematics of Control, Signals, and Systems | 2001-07-15 | Paper |
On a Hardy space approach to the analysis of spectral factors
International Journal of Control | 2000-06-12 | Paper |
Minimal realizations in interest rate models
Finance and Stochastics | 2000-05-24 | Paper |
| scientific article; zbMATH DE number 683403 (Why is no real title available?) | 1999-11-08 | Paper |
Some system theoretic aspects of interest rate theory
Insurance Mathematics & Economics | 1999-04-11 | Paper |
| scientific article; zbMATH DE number 1086780 (Why is no real title available?) | 1998-02-24 | Paper |
| scientific article; zbMATH DE number 920740 (Why is no real title available?) | 1997-02-25 | Paper |
On the Schmidt pairs of multivariable Hankel operators and robust control
Linear Algebra and its Applications | 1995-07-24 | Paper |
| scientific article; zbMATH DE number 705047 (Why is no real title available?) | 1995-04-04 | Paper |
| scientific article; zbMATH DE number 440442 (Why is no real title available?) | 1993-12-09 | Paper |
| scientific article; zbMATH DE number 218695 (Why is no real title available?) | 1993-06-29 | Paper |
On approximate stochastic realization
MCSS. Mathematics of Control, Signals, and Systems | 1991-01-01 | Paper |
On the multivariable approximate stochastic realization problem
Stochastics and Stochastic Reports | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4209960 (Why is no real title available?) | 1991-01-01 | Paper |
A general Hankel-norm approximation scheme for linear recursive filtering
Automatica | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4213821 (Why is no real title available?) | 1990-01-01 | Paper |
Consistent Approximations of Linear Stochastic Models
SIAM Journal on Control and Optimization | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4106753 (Why is no real title available?) | 1988-01-01 | Paper |
On approximate recursive prediction of stationary stochastic processes
Stochastics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4004039 (Why is no real title available?) | 1986-01-01 | Paper |
On the Hankel-norm approximation of linear stochastic systems
Systems & Control Letters | 1985-01-01 | Paper |
