We develop efficient fast Fourier transform algorithms for pricing and hedging discretely sampled variance products and volatility derivatives under additive processes (time-inhomogeneous Lévy ...

Several bounds on the solutions and the pressure are obtained for regular solutions to the Navier-Stokes equations in two and three dimensions on the whole space. More precisely, we obtain L1 ...

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 ...

Fourier analysis provides a powerful framework for decomposing functions into sums or integrals of sinusoidal components, thereby enabling the study of frequency content in signals. In tandem, ...