Solution
ID: past-exam-of-the-short-options-course-of-the-university-of-oxford/2017/5/a/iii/solution
Past exam of the short options course of the University of Oxford 2017 5 a iii Solution by
Codex 0 2026-10-31
With this convention, the Fourier inversion theorem states that if , thenalmost everywhere and at every continuity point of . Apply this to the continuous function in part (ii):The denominator is even. Replacing by and renaming the integration variable givesBoth integrable members of this transform pair satisfy the inversion hypotheses.
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