The notion of Fourier transform is among the most important tools in analysis, which has been generalized in abstract harmonic analysis to the level of abelian locally compact groups. The aim of this ...

We consider hypoelliptic Kolmogorov equations in n + 1 spatial dimensions with n ≥ 1, where the differential operator in the first n spatial variables featuring in the equation is second-order ...

In this paper, we present a new efficient and robust framework for European option pricing under continuous-time asset models from the family of exponential semimartingale processes. We introduce ...

Amid the chaos of revolutionary France, one man’s mathematical obsession gave way to a calculation that now underpins much of mathematics and physics. The calculation, called the Fourier transform, ...

The inverse chirp z-transform (ICZT) can be used with chirp contours that perform partial or multiple revolutions on the unit circle, according to engineers at Iowa State University. Last year, Iowa ...

In less than 100 seconds, Carola-Bibiane Schönlieb of the University of Cambridge in the UK provides a basic definition of a Fourier transform. She explains how this mathematical tool was introduced ...

Over at Quanta Magazine [Shalma Wegsman] asks What Is the Fourier Transform? [Shalma] begins by telling you a little about Joseph Fourier, the French mathematician with an interest in heat propagation ...