Lobachevsky-type formulas via Fourier analysis

Quadrature formulas for Fourier coefficients

Analysis of Fourier Transform Valuation Formulas and Applications

The aim of this article is to provide a systematic analysis of the conditions such that Fourier transform valuation formulas are valid in a general framework; i.e. when the option has an arbitrary payoff function and depends on the path of the asset price process. An interplay between the conditions on the payoff function and the process arises naturally. We also extend these results to the mul...

Pieri-type Formulas for Maximal Isotropic Grassmannians via Triple Intersections

We give an elementary proof of the Pieri-type formula in the cohomology of a Grassmannian of maximal isotropic subspaces of an odd orthogonal or symplectic vector space. This proof proceeds by explicitly computing a triple intersection of Schubert varieties. The decisive step is an exact description of the intersection of two Schubert varieties, from which the multiplicities (which are powers o...

Geometric incidence theorems via Fourier analysis

We show that every non-trivial Sobolev bound for generalized Radon transforms which average functions over families of curves and surfaces yields an incidence theorem for suitably regular discrete sets of points and curves or surfaces in Euclidean space. This mechanism allows us to deduce geometric results not readily accessible by combinatorial methods.

Time-Frequency analysis via the Fourier Representation

The nonstationary nature of signals and nonlinear systems require the time-frequency representation. In time-domain signal, frequency information is derived from the phase of the Gabor’s analytic signal which is practically obtained by the inverse Fourier transform. This study presents time-frequency analysis by the Fourier transform which maps the time-domain signal into the frequency-domain. ...