منابع مشابه
Quadratic Fourier Transforms
In this paper we shall examine the quadratic Fourier transform which is introduced by the generalized quadratic function for one order parameter in the ordinary Fourier transform. This will be done by analyzing corresponding six subcases of the quadratic Fourier transform within a reproducing kernel Hilbert spaces framework. Center for R&D in Mathematics and Applications, Department of Mathemat...
متن کاملRobustness of quadratic hedging strategies in finance via Fourier transforms
In this paper we investigate the consequences of the choice of the model to partial hedging in incomplete markets in finance. In fact we consider two models for the stock price process. The first model is a geometric Lévy process in which the small jumps might have infinite activity. The second model is a geometric Lévy process where the small jumps are truncated or replaced by a Brownian motio...
متن کاملSparse Generalized Fourier Transforms ∗
Block-diagonalization of sparse equivariant discretization matrices is studied. Such matrices typically arise when partial differential equations that evolve in symmetric geometries are discretized via the finite element method or via finite differences. By considering sparse equivariant matrices as equivariant graphs, we identify a condition for when block-diagonalization via a sparse variant ...
متن کاملFast Fourier Transforms
29 O(b log(b)) operations (using standard multiplication). As there are O(b= log(b)) primes in total, the running time of this stage of the algorithm is O(b 2 L), even using the \grammar school" method of integer multiplication. At this stage of the algorithm we have obtained a vector of length L whose entries are integral linear combinations of powers of with coeecients bounded by M in absolut...
متن کاملDimensionless Fast Fourier Transforms
This paper shows that there are fast Fourier transform (FFT) algorithms that work, for a fixed number of points, independent of the dimension. Changing the dimension is achieved by relabeling the input and the output and changing the “twiddle factors.” An important consequence of this result, is that a program designed to compute the 1-dimensional Fourier transform can be easily modified to com...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Annals of Functional Analysis
سال: 2014
ISSN: 2008-8752
DOI: 10.15352/afa/1391614564