A new representation of a probability density function on the three dimensional rotation group, SO(3) is presented, which generalizes the exponential Fourier densities on the circle. As in the circle ...

In this paper, we prove an exponential integral formula for the Fourier transform of Bessel functions over complex numbers, along with a radial exponential integral formula. The former will enable us ...

We provide a bound for the error committed when using a Fourier method to price European options, when the underlying follows an exponential Lévy dynamic. The price ...

A key algorithm that quietly empowers and simplifies our electronics is the Fourier transform, which turns the graph of a signal varying in time into a graph that describes it in terms of its ...